| Article ID: | iaor19951815 |
| Country: | Netherlands |
| Volume: | 62 |
| Issue: | 2 |
| Start Page Number: | 223 |
| End Page Number: | 237 |
| Publication Date: | Nov 1993 |
| Journal: | Mathematical Programming |
| Authors: | Goldstein A.A. |
| Keywords: | numerical analysis |
This paper modifies the convergence conditions of a ‘back-tracking’ global Newton method announced in Goldstein, making them sharper and easier to apply. A new version of the Kantorovich inequalities is presented that is simple to state and prove. An application is made to the centering problem for polytopes. Based on an idea of Ye, an algorithm is given for the feasibility problem of linear inequalities.