Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/68676
Type: Artigo de periódico
Title: On the global convergence of interior-point nonlinear programming algorithms
Author: Haeser, G
Abstract: Caratheodory's lemma states that if we have a linear combination of vectors in R-n, we can rewrite this combination using a linearly independent subset. This lemma has been successfully applied in nonlinear optimization in many contexts. In this work we present a new version of this celebrated result, in which we obtained new bounds for the size of the coefficients in the linear combination and we provide examples where these bounds are useful. We show how these new bounds can be used to prove that the internal penalty method converges to KKT points, and we prove that the hypothesis to obtain this result cannot be weakened. The new bounds also provides us some new results of convergence for the quasi feasible interior point l(2)-penalty method of Chen and Goldfarb [7].
Subject: nonlinear programming
constraint qualifications
interior point methods
Country: Alemanha
Editor: Springer Heidelberg
Rights: aberto
Date Issue: 2010
Appears in Collections:Artigos e Materiais de Revistas Científicas - Unicamp

Files in This Item:
File Description SizeFormat 
WOS000280606800003.pdf159.65 kBAdobe PDFView/Open


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.