A GLOBAL NEWTON METHOD-II - ANALYTIC CENTERS

Authors
GOLDSTEIN AA
Citation
Aa. Goldstein, A GLOBAL NEWTON METHOD-II - ANALYTIC CENTERS, Mathematical programming, 62(2), 1993, pp. 223-237
Citations number
19
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science",Mathematics,"Computer Applications & Cybernetics
Journal title
Mathematical programming → ACNP
ISSN journal
00255610
Volume
62
Issue
2
Year of publication
1993
Pages
223 - 237
Database
ISI
SICI code
0025-5610(1993)62:2<223:AGNM-A>2.0.ZU;2-S
Abstract
This paper modifies the convergence conditions of a ''back-tracking'' global Newton method announced in Goldstein ( 1991 ), making them shar per and easier to apply. A new version of the Kantorovich inequalities is presented that is simple to state and prove. An application is mad e to the centering problem for polytopes. Based on an idea of Ye (1989 ), an algorithm is given for the feasibility problem of linear inequal ities.