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Convergence rate of primal dual reciprocal Barrier Newton interior-point methods

Pages 37-44 | Received 07 Feb 1997, Published online: 12 Jan 2010

References

  • El-Bakry , A.S. , Tapia , R.A. , Tsuchiya , T. and Zhang , Y. 1996 . On the formulation and theory of the Newton interior-point methods for nonlinear programming . Journal of Optimization Theory and Applications , 89 : 507 – 541 .
  • El-Bakry , A.S. , Tapia , R.A. and Zhang , Y. 1996 . On the convergence rate of Newton interior-point methods in the absence of strict complementarity . Journal of Computational Optimization and Applications , 6 : 157 – 167 .
  • Den Hertog , D. , Roos , C. and Terlaky , T. 1994 . Inverse Barrier methods for linear programming . Revue RAIRO-Operations Research , 28 : 135 – 163 .
  • Lustig , I.J. , Marsten , R.E. and Shanno , D.F. 1992 . On implementing Mehrotra's predictor-corrector interior point method for linear programming . SIAM Journal on Optimization , 2 : 435 – 449 .
  • Nassar , E. 1997 . “ Non-logarithmic Newton interior-point method for constrained nonlinear optimization ” . In M.Sc thesis , Alexandria, , EGYPT : Alexandria University . Department of Mathematics, Faculty of Sciences
  • Nesterov , Y. and Nemirovskii , A. 1994 . Interior-Point Polynomial Algorithms inConvex Programming , Philadelphia : Society for Industrial and Applied Mathematics .
  • Ortega , J.M. and Rheinboldt , W.C. 1970 . Iterative Solution of Nonlinear Equations in Several Variables , New York : Academic Press .

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