Global convergence and rate of convergence of a method of centers

1994

We consider a method of centers for solving constrained optimization problems. We establish its global convergence and that it converges with a linear rate when the starting point of the algorithm is feasible as well as when the starting point is infeasible. We demonstrate the effect of the scaling on the rate of convergence. We extend afterwards, the stability result of [5] to the infeasible case anf finally, we give an application to semi-infinite optimization problems.