Convergent Infeasible Interior-Point Trust-Region Methods for Constrained Minimization

DOI10.1137/S1052623499357945MaRDI QIDQ4785889zbMATH OpenFDO

Authors Paul Tseng

Publication date 5 January 2003

Published in SIAM Journal on Optimization (Search for Journal in Brave)

zbMATH Keywords

semidefinite programminginterior-point methodnonlinear programtrust-region strategylog-barrier functionfirst- and second-order stationary points

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Nonlinear programming (90C30) Interior-point methods (90C51)

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Cited in

(14)

• Mathematical programs with equilibrium constraints: a sequential optimality condition, new constraint qualifications and algorithmic consequences
• A globally convergent primal-dual interior-point relaxation method for nonlinear programs
• A second-order optimality condition with first- and second-order complementarity associated with global convergence of algorithms
• A penalized interior point approach for constrained nonlinear programming
• A null-space primal-dual interior-point algorithm for nonlinear optimization with nice convergence properties
• Evolutionary techniques applied to the optimal short-term scheduling of the electrical energy production
• CONORBIT: constrained optimization by radial basis function interpolation in trust regions
• Improving ultimate convergence of an augmented Lagrangian method
• A primal-dual interior-point method capable of rapidly detecting infeasibility for nonlinear programs
• A primal-dual interior point method for nonlinear semidefinite programming
• On second-order optimality conditions for nonlinear programming
• Feasible interior methods using slacks for nonlinear optimization
• Interior-point \(\ell_2\)-penalty methods for nonlinear programming with strong global convergence properties
• Global convergence analysis of line search interior-point methods for nonlinear programming without regularity assumptions

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Uses Software

• TRICE

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