ICCOPT 2013 Talk, Auditorium B, Tuesday, July 30, 11:30-13:00

 Speaker: Dominique Orban, GERAD and École Polytechnique de Montréal, Canada
 Title: Fast local convergence of interior-point methods in the absence of strict complementarity
 Co-authors: Zoumana Coulibaly, Nick Gould

 Abstract:
Scientific Program

We show that when strict complementarity fails to hold at a local solution, appropriate scaling of the primal-dual Lagrange multiplier estimates allows for recovering superlinear convergence in interior-point methods for Nonlinear optimization. The scaling relies on indicator sets that identify strongly active, weakly active and inactive constraints. The rate of convergence can be anywhere between 1 and 3/2 and is determined by the rate of decrease of the barrier parameter.


 Talk in: Organized Session Tue.A.AB Nonlinear optimization IV
 Cluster: Nonlinear optimization


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 Go to: unframed Scientific Program

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