From global to local convergence of interior methods for nonlinear optimization
From MaRDI portal
Publication:2867424
DOI10.1080/10556788.2012.668905zbMath1278.90254OpenAlexW2034835449MaRDI QIDQ2867424
Dominique Orban, Paul Armand, Joël Benoist
Publication date: 19 December 2013
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2012.668905
Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Interior-point methods (90C51)
Related Items (14)
A matrix-free augmented Lagrangian algorithm with application to large-scale structural design optimization ⋮ A mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimization ⋮ A globally convergent regularized interior point method for constrained optimization ⋮ An augmented Lagrangian method for equality constrained optimization with rapid infeasibility detection capabilities ⋮ Dynamic non-diagonal regularization in interior point methods for linear and convex quadratic programming ⋮ A regularization method for constrained nonlinear least squares ⋮ Uniform boundedness of the inverse of a Jacobian matrix arising in regularized interior-point methods ⋮ Study of a primal-dual algorithm for equality constrained minimization ⋮ A Regularized Factorization-Free Method for Equality-Constrained Optimization ⋮ An adaptively regularized sequential quadratic programming method for equality constrained optimization ⋮ An inexact proximal regularization method for unconstrained optimization ⋮ Rapid infeasibility detection in a mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimization ⋮ Local convergence analysis of a primal-dual method for bound-constrained optimization without SOSC ⋮ A globally and quadratically convergent primal–dual augmented Lagrangian algorithm for equality constrained optimization
Uses Software
Cites Work
- Unnamed Item
- Dynamic updates of the barrier parameter in primal-dual methods for nonlinear programming
- A local convergence property of primal-dual methods for nonlinear programming
- An interior-point algorithm for nonconvex nonlinear programming
- A primal-dual infeasible-interior-point algorithm for linear programming
- Stable exponential-penalty algorithm with superlinear convergence
- Superlinear and quadratic convergence of some primal - dual interior point methods for constrained optimization
- A primal-dual regularized interior-point method for convex quadratic programs
- Interior-point methods for nonconvex nonlinear programming: Filter methods and merit functions
- On the formulation and theory of the Newton interior-point method for nonlinear programming
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- An interior algorithm for nonlinear optimization that combines line search and trust region steps
- Superlinear Convergence of Primal-Dual Interior Point Algorithms for Nonlinear Programming
- Adaptive Barrier Update Strategies for Nonlinear Interior Methods
- On practical conditions for the existence and uniqueness of solutions to the general equality quadratic programming problem
- On the Convergence of a Sequential Penalty Function Method for Constrained Minimization
- On the Implementation of a Primal-Dual Interior Point Method
- Numerical Stability and Efficiency of Penalty Algorithms
- Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization
- An Interior Point Algorithm for Large-Scale Nonlinear Programming
- Interior Methods for Nonlinear Optimization
- CUTEr and SifDec
- Benchmarking optimization software with performance profiles.
This page was built for publication: From global to local convergence of interior methods for nonlinear optimization
