From global to local convergence of interior methods for nonlinear optimization
From MaRDI portal
Publication:2867424
Recommendations
- Dynamic updates of the barrier parameter in primal-dual methods for nonlinear programming
- A Primal-Dual Interior-Point Method for Nonlinear Programming with Strong Global and Local Convergence Properties
- Adaptive Barrier Update Strategies for Nonlinear Interior Methods
- Global convergence of a primal-dual interior-point method for nonlinear programming
- scientific article; zbMATH DE number 1183039
Cites work
- scientific article; zbMATH DE number 1183039 (Why is no real title available?)
- A local convergence property of primal-dual methods for nonlinear programming
- A primal-dual infeasible-interior-point algorithm for linear programming
- A primal-dual regularized interior-point method for convex quadratic programs
- Adaptive Barrier Update Strategies for Nonlinear Interior Methods
- An Interior Point Algorithm for Large-Scale Nonlinear Programming
- 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.
- CUTEr and SifDec
- Dynamic updates of the barrier parameter in primal-dual methods for nonlinear programming
- Interior Methods for Nonlinear Optimization
- Interior-point methods for nonconvex nonlinear programming: Filter methods and merit functions
- Numerical Stability and Efficiency of Penalty Algorithms
- On practical conditions for the existence and uniqueness of solutions to the general equality quadratic programming problem
- On the Convergence of a Sequential Penalty Function Method for Constrained Minimization
- 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
- Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization
- Stable exponential-penalty algorithm with superlinear convergence
- Superlinear and quadratic convergence of some primal - dual interior point methods for constrained optimization
- Superlinear convergence of primal-dual interior point algorithms for nonlinear programming
Cited in
(30)- scientific article; zbMATH DE number 556481 (Why is no real title available?)
- Rapid infeasibility detection in a mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimization
- A regularization method for constrained nonlinear least squares
- scientific article; zbMATH DE number 1183039 (Why is no real title available?)
- 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
- Local convergence of the heavy-ball method and iPiano for non-convex optimization
- A globally convergent regularized interior point method for constrained 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
- Local convergence of the interior-point Newton method for general nonlinear programming
- A mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimization
- Study of a primal-dual algorithm for equality constrained minimization
- Learning to steer nonlinear interior-point methods
- 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
- An augmented Lagrangian method for equality constrained optimization with rapid infeasibility detection capabilities
- A central path interior point method for nonlinear programming and its local convergence
- 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
This page was built for publication: From global to local convergence of interior methods for nonlinear optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2867424)
