Primal-dual nonlinear rescaling method with dynamic scaling parameter update

@article{Griva2006PrimaldualNR,
  title={Primal-dual nonlinear rescaling method with dynamic scaling parameter update},
  author={Igor Griva and Roman A. Polyak},
  journal={Math. Program.},
  year={2006},
  volume={106},
  pages={237-259}
}
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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