An interior-point piecewise linear penalty method for nonlinear programming

DOI10.1007/S10107-009-0296-3MaRDI QIDQ543401zbMATH OpenOpenAlexFDO

Authors Lifeng Chen, Donald Goldfarb

Publication date 17 June 2011

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10107-009-0296-3

zbMATH Keywords

global convergenceinterior-point methodline searchnonlinear programmingpenalty methodpiecewise linear penalty functionsuperlinear convergence

Mathematics Subject Classification ID

Numerical methods based on nonlinear programming (49M37) Direct numerical methods for linear systems and matrix inversion (65F05) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

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Cites work

• A Primal-Dual Interior-Point Method for Nonlinear Programming with Strong Global and Local Convergence Properties
• A primal-dual trust region algorithm for nonlinear optimization
• An interior algorithm for nonlinear optimization that combines line search and trust region steps
• An Interior Point Algorithm for Large-Scale Nonlinear Programming
• An Interior Point Method with a Primal-Dual Quadratic Barrier Penalty Function for Nonlinear Optimization
• An interior-point algorithm for nonconvex nonlinear programming
• CUTEr and SifDec
• Failure of global convergence for a class of interior point methods for nonlinear programming
• scientific article; zbMATH DE number 1183039 (Why is no real title available?)
• Interior Methods for Mathematical Programs with Complementarity Constraints
• Interior Methods for Nonlinear Optimization
• Interior-point \(\ell_2\)-penalty methods for nonlinear programming with strong global convergence properties
• Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
• Nonlinear programming without a penalty function.
• On the convergence of Newton iterations to non-stationary points
• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• Steering exact penalty methods for nonlinear programming
• The watchdog technique for forcing convergence in algorithms for constrained optimization

Cited in

(10)

• A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm
• Exact penalty and optimality condition for nonseparable continuous piecewise linear programming
• On the use of piecewise linear models in nonlinear programming
• Interior-point \(\ell_2\)-penalty methods for nonlinear programming with strong global convergence properties
• A penalized interior point approach for constrained nonlinear programming
• scientific article; zbMATH DE number 5524381 (Why is no real title available?)
• Exact low-rank matrix completion from sparsely corrupted entries via adaptive outlier pursuit
• A two parameter mixed interior-exterior penalty algorithm
• A central path interior point method for nonlinear programming and its local convergence
• A globally convergent regularized interior point method for constrained optimization

Describes a project that uses

Uses Software

• SIFDecode
• Ipopt
• CUTEr

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