An Interior-Point $$\boldsymbol{\ell_{1}}$$ -Penalty Method for Nonlinear Optimization

DOI10.1007/978-3-319-17689-5_6zbMath1330.65085OpenAlexW2734531110WikidataQ58185656 ScholiaQ58185656MaRDI QIDQ3462308

Dominique Orban, Phillipe L. Toint, Nick I. M. Gould

Publication date: 5 January 2016

Published in: Numerical Analysis and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-17689-5_6

zbMATH Keywords

convergencenumerical examplesnonconvex optimizationnonlinear programminginterior pointelastic variables\(\ell_1\)-penalty

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Interior-point methods (90C51)

Related Items (9)

Using Interior-Point Methods within an Outer Approximation Framework for Mixed Integer Nonlinear Programming ⋮ Study of a primal-dual algorithm for equality constrained minimization ⋮ Interior-point methods for nonconvex nonlinear programming: Regularization and warmstarts ⋮ An exact primal-dual penalty method approach to warmstarting interior-point methods for linear programming ⋮ Extended duality for nonlinear programming ⋮ A globally convergent primal-dual interior-point relaxation method for nonlinear programs ⋮ A primal-dual interior-point method capable of rapidly detecting infeasibility for nonlinear programs ⋮ A primal-dual interior-point relaxation method with global and rapidly local convergence for nonlinear programs ⋮ First- and second-order necessary conditions via exact penalty functions

Uses Software

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Cites Work

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