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.
Paul Armand, Joël Benoist. Uniform boundedness of the inverse of a Jacobian matrix arising in regularized interior-point methods. Mathematical Programming, Springer Verlag, 2011, pp.Online. ⟨10.1007/s10107-011-0498-3⟩. ⟨hal-00920218v1⟩