Learning to steer nonlinear interior-point methods
From MaRDI portal
Publication:2175369
DOI10.1007/s13675-019-00118-4zbMath1437.90148OpenAlexW2969523654WikidataQ127353840 ScholiaQ127353840MaRDI QIDQ2175369
Publication date: 29 April 2020
Published in: EURO Journal on Computational Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13675-019-00118-4
constrained optimizationnonlinear programmingreinforcement learninginterior-point algorithmdeep Q-learning
Nonlinear programming (90C30) Learning and adaptive systems in artificial intelligence (68T05) Interior-point methods (90C51) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Planning and acting in partially observable stochastic domains
- A nonmonotone filter method for nonlinear optimization
- Dynamic updates of the barrier parameter in primal-dual methods for nonlinear programming
- A local convergence property of primal-dual methods for nonlinear programming
- An interior-point algorithm for nonconvex nonlinear programming
- A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm
- \({\mathcal Q}\)-learning
- A globally convergent primal-dual interior-point filter method for nonlinear programming
- On the formulation and theory of the Newton interior-point method for nonlinear programming
- Learning when to use a decomposition
- CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
- A penalty-interior-point algorithm for nonlinear constrained optimization
- On learning and branching: a survey
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- An interior algorithm for nonlinear optimization that combines line search and trust region steps
- A New Unblocking Technique to Warmstart Interior Point Methods Based on Sensitivity Analysis
- Adaptive Barrier Update Strategies for Nonlinear Interior Methods
- On the Implementation of a Primal-Dual Interior Point Method
- A Primal-Dual Interior-Point Method for Nonlinear Programming with Strong Global and Local Convergence Properties
- Interior Methods for Nonlinear Optimization
- The ESA NLP Solver WORHP
- Object-oriented software for quadratic programming
- Benchmarking optimization software with performance profiles.
- Finite-time analysis of the multiarmed bandit problem