DocumentCode
294913
Title
Convergence analysis of an interior point method in convex programming, regular constraint case
Author
Lin, Chin-Yee ; Fan, Michael K H
Author_Institution
Sch. of Electr. & Comput. Eng., Georgia Inst. of Technol., Atlanta, GA, USA
Volume
2
fYear
1995
fDate
13-15 Dec 1995
Firstpage
1103
Abstract
We study the convergence properties of a previously proposed algorithm in the context of solving a class of smooth nonlinear convex optimization problems. With some mild assumptions, it is shown that the algorithm has global convergence with guaranteed accuracy upon termination. Further, an upper bound for the local rate of convergence is derived. It rigorously justifies the efficiency of the algorithm in spite of the fact that the bound is in general conservative
Keywords
constraint theory; convergence of numerical methods; convex programming; nonlinear programming; convergence analysis; convex programming; interior point method; nonlinear convex optimization; upper bound; Algorithm design and analysis; Computer aided software engineering; Constraint optimization; Convergence; Linear matrix inequalities; Optimization methods; Upper bound;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1995., Proceedings of the 34th IEEE Conference on
Conference_Location
New Orleans, LA
ISSN
0191-2216
Print_ISBN
0-7803-2685-7
Type
conf
DOI
10.1109/CDC.1995.480238
Filename
480238
Link To Document