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

Paul Armand (1) , Joël Benoist (1)

1 XLIM-DMI - DMI

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.

Mots clés: Constrained optimization; Primal-dual interior-point method

Domaines: Optimisation et contrôle [math.OC]

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⟩