Convergence rate for regularized barrier function methods

Convergence rate for regularized barrier function methods

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Article ID: iaor1992294
Country: Germany
Volume: 22
Start Page Number: 427
End Page Number: 438
Publication Date: Aug 1991
Journal: Optimization
Authors: ,
Abstract:

In this paper the regularized variants of barrier function methods are discussed. These variants are related to the following regularization methods: Tichonov-function method, method of residuals and method of quasisolutions. A convergence rate estimation is given for each method if both the original minimization problem and the connected problem of finding ¦[-normal solution possess the feature of strong compatibility.

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