An interior point method for nonlinear optimization with a quasi-tangential subproblem
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Publication:1689438
DOI10.1016/J.CAM.2017.11.001zbMATH Open1388.90112arXiv1509.02585OpenAlexW2964208904MaRDI QIDQ1689438FDOQ1689438
Authors: Songqiang Qiu, Zhongwen Chen 
Publication date: 12 January 2018
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Abstract: In this paper, we proposed an interior point method for constrained optimization, which is characterized by the using of quasi-tangential subproblem. This algorithm follows the main ideas of primal dual interior point methods and Byrd-Omojokun's step decomposition strategy. The quasi-tangential subproblem is obtained by penalizing the null space constraint in the tangential subproblem. The resulted quasi-tangential step is not strictly lying in the null space of the gradients of constraints. We also use a line search trust-funnel-like strategy, instead of penalty function or filter technology, to globalize the method. Global convergence results were obtained under standard assumptions.
Full work available at URL: https://arxiv.org/abs/1509.02585
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nonlinear programmingglobal convergenceinterior point methodquasi-tangential subproblemtrust-funnel-like methods
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