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Journal Articles Mathematical Programming Year : 2013

Uniform boundedness of the inverse of a Jacobian matrix arising in regularized interior-point methods

Paul Armand
DMI
Joël Benoist
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  • PersonId : 949994
DMI

Abstract

This short communication analyses a boundedness property of the inverse of a Jacobian matrix that arises in regularized primal-dual interior-point methods for linear and nonlinear programming. This result should be a useful tool for the convergence analysis of these kinds of methods.

Dates and versions

hal-00920218 , version 1 (27-03-2012)
hal-00920218 , version 2 (18-12-2013)

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Cite

Paul Armand, Joël Benoist. Uniform boundedness of the inverse of a Jacobian matrix arising in regularized interior-point methods. Mathematical Programming, 2013, 137 (1-2), pp 587-592. ⟨10.1007/s10107-011-0498-3⟩. ⟨hal-00920218v2⟩
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