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Journal of Optimization Theory and Applications

, Volume 96, Issue 1, pp 109–121 | Cite as

Inexact Interior-Point Method

  • S. Bellavia
Article

Abstract

In this paper, we introduce an inexact interior-point algorithm for a constrained system of equations. The formulation of the problem is quite general and includes nonlinear complementarity problems of various kinds. In our convergence theory, we interpret the inexact interior-point method as an inexact Newton method. This enables us to establish a global convergence theory for the proposed algorithm. Under the additional assumption of the invertibility of the Jacobian at the solution, the superlinear convergence of the iteration sequence is proved.

Interior-point methods constrained equations inexact Newton methods superlinear convergence global convergence 

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Copyright information

© Plenum Publishing Corporation 1998

Authors and Affiliations

  • S. Bellavia
    • 1
  1. 1.Dipartimento di Matematica Pura ed ApplicataUniversità di PadovaPadovaItaly

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