Interior-point method: Difference between revisions

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m clean up spacing around commas and other punctuation fixes, replaced: ,t → , t, ,w → , w
Fixed a spelling error (program was spelt progarm
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\text{subject to}\quad & g_i(x) \leq 0 \text{ for } i = 1, \dots, m. \\
\end{aligned}
</math>We assume that the constraint functions belong to some family (e.g. quadratic functions), so that the program can be represented by a finite ''vector of coefficients'' (e.g. the coefficients to the quadratic functions). The dimension of this coefficient vector is called the ''size'' of the program. A ''numerical solver'' for a given family of programs is an algorithm that, given the coefficient vector, generates a sequence of approximate solutions ''x<sub>t</sub>'' for ''t''=1,2,..., using finitely many arithmetic operations. A numerical solver is called ''convergent'' if, for any progarmprogram from the family and any positive ''ε''>0, there is some ''T'' (which may depend on the program and on ''ε'') such that, for any ''t''>''T'', the approximate solution ''x<sub>t</sub>'' is ''ε-approximate,'' that is: <blockquote>''f''(''x_t'') - f<sup>*</sup> ≤ ''ε''
 
''g<sub>i</sub>''(''x_t'') ≤ ''ε'' for ''i'' in 1,...,''m'',