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Differentiable Local Barrier-Penalty Paths
[chapter]
IFIP International Federation for Information Processing
Perturbations of Karush-Kuhn-Tuckerconditions play an importantrole forprimaldual interior point methods. Beside the usual logarithmic barrier various further techniques of sequential unconstrained minimization are well known. However other than logarithmic embeddings are rarely studied in connection with Newton path-following methods. A key property that allows to extend the class of methods is the existence of a locally Lipschitz continuous path leading to a primal-dual solution of the
doi:10.1007/0-387-33882-9_18
dblp:conf/ifip7/Grossmann06
fatcat:m5q3seurdrhzjfpf4rzujlhnk4