Primal-dual nonlinear rescaling method with dynamic scaling parameter update
نویسندگان
چکیده
In this paper we developed a general primal-dual nonlinear rescaling method with dynamic scaling parameter update (PDNRD) for convex optimization. We proved the global convergence, established 1.5Q-superlinear rate of convergence under the standard second order optimality conditions. The PDNRD was numerically implemented and tested on a number of nonlinear problems from COPS and CUTE sets. We present numerical results, which strongly corroborate the theory.
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عنوان ژورنال:
- Math. Program.
دوره 106 شماره
صفحات -
تاریخ انتشار 2006