Q-superlinear Convergence O F Primal-dual Interior P O I N T Quasi-newton Methods F O R Constrained Optimization

Abstract

This paper analyzes local convergence rates of primal-dual interior point methods for general nonlinearly constrained optimization problems. For this purpose, we first discuss modified Newton methods and modified quasi-Newton methods for solving a nonlinear system of equations, and show local and Qquadratic/Q-superlinear convergence of these methods. These… (More)

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