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.
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Armand, P., Benoist, J. Uniform boundedness of the inverse of a Jacobian matrix arising in regularized interior-point methods. Math. Program. 137, 587–592 (2013). https://doi.org/10.1007/s10107-011-0498-3
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DOI: https://doi.org/10.1007/s10107-011-0498-3