Learning to steer nonlinear interior-point methods

DOI10.1007/S13675-019-00118-4MaRDI QIDQ2175369zbMATHOpenAlexWikidataFDO

Authors Renke Kuhlmann

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

zbMATH Keywords

nonlinear programmingconstrained optimizationreinforcement learninginterior-point algorithmdeep Q-learning

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Learning and adaptive systems in artificial intelligence (68T05) Nonlinear programming (90C30) Interior-point methods (90C51)

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Cites work

• scientific article; zbMATH DE number 1183039 (Why is no real title available?)
• scientific article; zbMATH DE number 46305 (Why is no real title available?)
• scientific article; zbMATH DE number 2143181 (Why is no real title available?)
• A New Unblocking Technique to Warmstart Interior Point Methods Based on Sensitivity Analysis
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• A local convergence property of primal-dual methods for nonlinear programming
• A nonmonotone filter method for nonlinear optimization
• A penalty-interior-point algorithm for nonlinear constrained optimization
• A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm
• Adaptive Barrier Update Strategies for Nonlinear Interior Methods
• An interior algorithm for nonlinear optimization that combines line search and trust region steps
• An interior-point algorithm for nonconvex nonlinear programming
• Benchmarking optimization software with performance profiles.
• CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
• Dynamic updates of the barrier parameter in primal-dual methods for nonlinear programming
• Finite-time analysis of the multiarmed bandit problem
• Global convergence of a non-monotone trust-region filter algorithm for nonlinear programming
• Interior Methods for Nonlinear Optimization
• Learning when to use a decomposition
• Object-oriented software for quadratic programming
• On learning and branching: a survey
• On the Implementation of a Primal-Dual Interior Point Method
• On the formulation and theory of the Newton interior-point method for nonlinear programming
• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• Planning and acting in partially observable stochastic domains
• The ESA NLP solver WORHP
• \({\mathcal Q}\)-learning

Cited in

(1)

• Reinforcement learning of simplex pivot rules: a proof of concept

Describes a project that uses

Uses Software

• Benchmarks for Optimization Software
• OOQP
• ipfilter
• Ipopt
• CG+
• WORHP
• CUTEst
• TensorFlow
• Adam

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