Local convergence of the affine-scaling interior-point algorithm for nonlinear programming

This paper addresses the local convergence properties of the affine-scaling interior-point algorithm for nonlinear programming. The analysis of local convergence is developed in terms of parameters that control the interior-p oint scheme and the size of the residual of the linear system that provides the step direction. The analysis follows the classical theory for quasi-Ne wton methods and addresses q-linear, q-superlinear, and q-quadratic rates o f convergence.