An Efficient Primal-Dual Interior-Point Method for Minimizing a Sum of Euclidean Norms

DOI10.1137/S1064827598343954zbMath0966.65053OpenAlexW2019488781MaRDI QIDQ4509980

Andrew R. Conn, Edmund Christiansen, Knud D. Andersen, Michael L. Overton

Publication date: 19 October 2000

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1064827598343954

zbMATH Keywords

algorithmnonsmooth optimizationinterior-point methodprimal-dual methoddualitynonlinear programmingNewton methodpredictor-corrector schemesum of normslarge-scale problemFermat problemplastic collapse analysisSchur complement equations

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Interior-point methods (90C51) Optimization of other properties in solid mechanics (74P10)

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