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Local Convergence of the Interior-Point Newton Method for General Nonlinear Programming

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Abstract

In this paper, a formulation for an interior-point Newton method of general nonlinear programming problems is presented. The formulation uses the Coleman-Li scaling matrix. The local convergence and the q-quadratic rate of convergence for the method are established under the standard assumptions of the Newton method for general nonlinear programming.

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Authors and Affiliations

  1. Department of Mathematics, Faculty of Science, University of Alexandria, Alexandria, Egypt

    M. M. El-Alem (Associate Professor)

  2. Department of Mathematics and Computer Science, Faculty of Science, United Arab Emirates University, Al-Ain, United Arab Emirates

    M. M. El-Alem (Associate Professor)

  3. Department of Mathematics, Faculty of Science, University of Banha, Banha, Egypt

    S. El-Sayed (Associate Professor)

  4. Department of Mathematics, Faculty of Science, University of Alexandria, Alexandria, Egypt

    B. El-Sobky (Assistant Professor)

Authors
  1. M. M. El-Alem
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  2. S. El-Sayed
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  3. B. El-Sobky
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El-Alem, M.M., El-Sayed, S. & El-Sobky, B. Local Convergence of the Interior-Point Newton Method for General Nonlinear Programming. Journal of Optimization Theory and Applications 120, 487–502 (2004). https://doi.org/10.1023/B:JOTA.0000025707.93792.be

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  • DOI: https://doi.org/10.1023/B:JOTA.0000025707.93792.be

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