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Uniform boundedness of the inverse of a Jacobian matrix arising in regularized interior-point methods. (English) Zbl 1260.49058
Summary: 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.

49M37 Numerical methods based on nonlinear programming
90C51 Interior-point methods
90C30 Nonlinear programming
90C05 Linear programming
65F05 Direct numerical methods for linear systems and matrix inversion
65F22 Ill-posedness and regularization problems in numerical linear algebra
65K05 Numerical mathematical programming methods
Full Text: DOI
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