On Affine-Scaling Interior-Point Newton Methods for Nonlinear Minimization with Bound Constraints

• Published in: Computational optimization and applications Vol. 35; no. 2; pp. 177 - 197
• Main Authors: Kanzow, Christian, Klug, Andreas
• Format: Journal Article
• Language: English
• Published: New York Springer Nature B.V 01.10.2006
• Subjects: Applied mathematics; Mathematical programming; Methods; Optimization; Studies

A class of new affine-scaling interior-point Newton-type methods are considered for the solution of optimization problems with bound constraints. The methods are shown to be locally quadratically convergent under the strong second order sufficiency condition without assuming strict complementarity o...