Recent Advances in Optimization pp 133-145 | Cite as
A Note on Error Estimates for some Interior Penalty Methods
Conference paper
Summary
We consider the interior penalty methods based on the logarithmic and inverse barriers. Under the Mangasarian-Fromovitz constraint qualification and appropriate growth conditions on the objective function, we derive computable estimates for the distance from the subproblem solution to the solution of the original problem. Some of those estimates are shown to be sharp.
Keywords
Barrier Function Error Bound Quadratic Growth Strict Complementarity Sufficient Optimality Condition
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