Interior-point methods for nonconvex nonlinear programming: orderings and higher-order methods
From MaRDI portal
Publication:1591484
DOI10.1007/s101070000148zbMath1054.90091MaRDI QIDQ1591484
David F. Shanno, Robert J. Vanderbei
Publication date: 2000
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Interior-point methods (90C51)
Related Items
A mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimization, Interior-point solver for large-scale quadratic programming problems with bound constraints, A primal–dual penalty method via rounded weighted-ℓ1 Lagrangian duality, An interior-point implementation developed and tuned for radiation therapy treatment planning, An interior-point \(\ell_{\frac{1}{2}}\)-penalty method for inequality constrained nonlinear optimization, A null-space primal-dual interior-point algorithm for nonlinear optimization with nice convergence properties, Interior-point methods for nonconvex nonlinear programming: cubic regularization, Study of a primal-dual algorithm for equality constrained minimization, A primal-dual modified log-barrier method for inequality constrained nonlinear optimization, Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control, A resolução do problema de despacho ótimo de reativos pelo método da função lagrangiana-barreira relaxada, Interior-point methods for nonconvex nonlinear programming: Regularization and warmstarts, Efficient formulations for pricing under attraction demand models, A non-interior-point smoothing method for variational inequality problem, An efficient method for nonlinearly constrained networks, Interior-point \(\ell_2\)-penalty methods for nonlinear programming with strong global convergence properties, 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 algorithm for nonlinear least squares constrained problems, A primal-dual interior-point relaxation method with global and rapidly local convergence for nonlinear programs
Uses Software
