From global to local convergence of interior methods for nonlinear optimization
DOI10.1080/10556788.2012.668905zbMATH Open1278.90254OpenAlexW2034835449MaRDI QIDQ2867424FDOQ2867424
Authors: Paul Armand, D. Orban, Joël Benoist
Publication date: 19 December 2013
Published in: Optimization Methods \& Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2012.668905
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- scientific article; zbMATH DE number 1183039
Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Interior-point methods (90C51)
Cites Work
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- Dynamic updates of the barrier parameter in primal-dual methods for nonlinear programming
- Adaptive Barrier Update Strategies for Nonlinear Interior Methods
- Superlinear and quadratic convergence of some primal - dual interior point methods for constrained optimization
- Title not available (Why is that?)
- A local convergence property of primal-dual methods for nonlinear programming
- Superlinear convergence of primal-dual interior point algorithms for nonlinear programming
Cited In (30)
- Title not available (Why is that?)
- Rapid infeasibility detection in a mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimization
- A regularization method for constrained nonlinear least squares
- Title not available (Why is that?)
- Global and local convergence of a class of penalty-free-type methods for nonlinear programming
- Global and local convergence of a penalty-free method for nonlinear programming
- Global interval methods for local nonsmooth optimization
- A globally convergent regularized interior point method for constrained optimization
- Local convergence of the heavy-ball method and iPiano for non-convex optimization
- An adaptively regularized sequential quadratic programming method for equality constrained optimization
- Dynamic non-diagonal regularization in interior point methods for linear and convex quadratic programming
- A regularized factorization-free method for equality-constrained optimization
- Uniform boundedness of the inverse of a Jacobian matrix arising in regularized interior-point methods
- Local convergence analysis of a primal-dual method for bound-constrained optimization without SOSC
- Adaptive Barrier Update Strategies for Nonlinear Interior Methods
- Failure of global convergence for a class of interior point methods for nonlinear programming
- A mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimization
- Local convergence of the interior-point Newton method for general nonlinear programming
- Learning to steer nonlinear interior-point methods
- Study of a primal-dual algorithm for equality constrained minimization
- Dynamic updates of the barrier parameter in primal-dual methods for nonlinear programming
- A matrix-free augmented Lagrangian algorithm with application to large-scale structural design optimization
- On the global optimization properties of finite-difference local descent algorithms
- Local convergence of the affine-scaling interior-point algorithm for nonlinear programming
- Lokale konvergenzeigenschaften einer klasse von iterationsverfahren der nichtlinearen optimierung
- A central path interior point method for nonlinear programming and its local convergence
- An augmented Lagrangian method for equality constrained optimization with rapid infeasibility detection capabilities
- A globally and quadratically convergent primal–dual augmented Lagrangian algorithm for equality constrained optimization
- Run-and-inspect method for nonconvex optimization and global optimality bounds for R-local minimizers
- An inexact proximal regularization method for unconstrained optimization
Uses Software
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