Treffer: Global convergence enhancement of classical linesearch interior point methods for MCPs
Title:
Global convergence enhancement of classical linesearch interior point methods for MCPs
Authors:
Source:
Journal of computational and applied mathematics. 151(1):171-199
Publisher Information:
Amsterdam: Elsevier, 2003.
Publication Year:
2003
Physical Description:
print, 35 ref
Original Material:
INIST-CNRS
Subject Terms:
Computer science, Informatique, Mathematics, Mathématiques, Sciences exactes et technologie, Exact sciences and technology, Sciences et techniques communes, Sciences and techniques of general use, Mathematiques, Mathematics, Analyse numérique. Calcul scientifique, Numerical analysis. Scientific computation, Analyse numérique, Numerical analysis, Equations algébriques et transcendantes non linéaires, Nonlinear algebraic and transcendental equations, Méthodes numériques en programmation mathématique, optimisation et calcul variationnel, Numerical methods in mathematical programming, optimization and calculus of variations, Programmation mathématique numérique, Numerical methods in mathematical programming, Sciences appliquees, Applied sciences, Recherche operationnelle. Gestion, Operational research. Management science, Recherche opérationnelle et modèles formalisés de gestion, Operational research and scientific management, Programmation mathématique, Mathematical programming, Analyse numérique, Numerical analysis, Análisis numérico, Backtracking, Convergence forte, Strong convergence, Convergencia fuerte, Efficacité, Efficiency, Eficacia, Méthode Newton, Newton method, Método Newton, Méthode point intérieur, Interior point method, Método punto interior, Problème complémentarité, Complementarity problem, Problema complementariedad, Problème mixte, Mixed problem, Problema mixto, Programmation mathématique, Mathematical programming, Programación matemática, Système non linéaire, Non linear system, Sistema no lineal
Document Type:
Fachzeitschrift
Article
File Description:
text
Language:
English
Author Affiliations:
Dipartimento di Energetica S. Stecco, University of Florence, via C. Lombroso 6/17, 50134 Florence, Italy
ISSN:
0377-0427
Rights:
Copyright 2003 INIST-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Notes:
Mathematics
Operational research. Management
Operational research. Management
Accession Number:
edscal.14421265
Database:
PASCAL Archive
Weitere Informationen
Recent works have shown that a wide class of globally convergent interior point methods may manifest a weakness of convergence. Failures can be ascribed to the procedure of linesearch along the Newton step. In this paper, we introduce a globally convergent interior point method which performs backtracking along a piecewise linear path. Theoretical and computational results show the effectiveness of our proposal.