## Local Convergence of the Affine-Scaling Interior-Point Algorithm for Nonlinear Programming (1999)

by
Luís N. Vicente

Venue: | COMPUT. OPTIM. AND APPL |

Citations: | 5 - 2 self |

### BibTeX

@ARTICLE{Vicente99localconvergence,

author = {Luís N. Vicente},

title = {Local Convergence of the Affine-Scaling Interior-Point Algorithm for Nonlinear Programming},

journal = {COMPUT. OPTIM. AND APPL},

year = {1999}

}

### OpenURL

### Abstract

This paper addresses the local convergence properties of the ane-scaling interior-point algorithm for nonlinear programming. The analysis of local convergence is developed in terms of parameters that control the interiorpoint scheme and the size of the residual of the linear system that provides the step direction. The analysis follows the classical theory for quasi-Newton methods and addresses q-linear, qsuperlinear, and q-quadratic rates of convergence.