A primal-dual nonlinear rescaling method with dynamic scaling parameter update
In this paper we developed a general primal-dual nonlinear rescaling method with dynamic scaling parameter update (PDNRD) for convex optimization. We proved the global convergence, established 1.5-Q-superlinear rate of convergence under the standard second order optimality conditions. The PDNRD was numerically implemented and tested on a number of nonlinear problems from COPS and CUTE sets. … Read more