Article ID: | iaor1998435 |
Country: | Netherlands |
Volume: | 75 |
Issue: | 3 |
Start Page Number: | 377 |
End Page Number: | 397 |
Publication Date: | Dec 1996 |
Journal: | Mathematical Programming |
Authors: | Yabe Hiroshi, Yamashita Hiroshi |
Keywords: | interior point methods |
This paper proves local convergence rates of primal–dual interior point methods for general nonlinearly constrained optimization problems. Conditions to be satisfied at a solution are those given by the usual Jacobian uniqueness conditions. Proofs about convergence rates are given for three kinds of step size rules. They are: (i) the step size rules adopted by Zhang