On the characterization of Q-superlinear convergence of quasi-Newton interior-point methods for nonlinear programming

Abstract : In this paper we extend the well-known Boggs-Tolle-Wang characterization of Q-superlinear convergence for quasi-Newton methods for equality constrained optimization to quasi-Newton interior-point methods for nonlinear programming. Critical issues in this extension include, the choice of the centering parameter, the choice of the steplength parameter, and the determination of the primary variables.