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Local Convergence of an Inexact-Restoration Method and Numerical Experiments

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Abstract

Local convergence of an inexact-restoration method for nonlinear programming is proved. Numerical experiments are performed with the objective of evaluating the behavior of the purely local method against a globally convergent nonlinear programming algorithm.

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Authors and Affiliations

  1. Department of Computer Science, Institute of Mathematics and Statistics, University of São Paulo, São Paulo, SP, Brazil

    E. G. Birgin

  2. Department of Applied Mathematics, Institute of Mathematics, Statistics, and Scientific Computing, University of Campinas, Campinas, SP, Brazil

    J. M. Martínez

Authors
  1. E. G. Birgin
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  2. J. M. Martínez
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Additional information

Communicated by C. T. Leondes

This work was supported by PRONEX-CNPq/FAPERJ Grant E-26/171.164/2003-APQ1, FAPESP Grants 03/09169-6 and 01/04597-4, and CNPq. The authors are indebted to Juliano B. Francisco and Yalcin Kaya for their careful reading of the first draft of this paper.

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Birgin, E.G., Martínez, J.M. Local Convergence of an Inexact-Restoration Method and Numerical Experiments. J Optim Theory Appl 127, 229–247 (2005). https://doi.org/10.1007/s10957-005-6537-6

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