Ill-Conditioning and Computational Error in Interior Methods for Nonlinear Programming

DOI10.1137/S1052623497322279zbMATH Open0957.65056MaRDI QIDQ4229474FDOQ4229474

Authors: Margaret H. Wright 

Publication date: 22 February 1999

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

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zbMATH Keywords

error boundsnonlinear programmingconstrained optimizationinterior point methodill-conditioningprimal-dual methodbarrier method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Interior-point methods (90C51)

Cited In (28)

• Sphere of convergence of Newton's method on two equivalent systems from nonlinear programming.
• Local behavior of the Newton method on two equivalent systems from linear programming
• Unified theory of augmented Lagrangian methods for constrained global optimization
• On the iterative solution of KKT systems in potential reduction software for large-scale quadratic problems
• A structured modified Newton approach for solving systems of nonlinear equations arising in interior-point methods for quadratic programming
• Advances in trust region algorithms for constrained optimization
• Metric regularity of semi-infinite constraint systems
• Title not available (Why is that?)
• Extreme points of well-posed polytopes
• Effects of finite-precision arithmetic on interior-point methods for nonlinear programming
• Approximate solution of system of equations arising in interior-point methods for bound-constrained optimization
• Newton-KKT interior-point methods for indefinite quadratic programming
• The interior-point revolution in optimization: History, recent developments, and lasting consequences
• Constraint Interface Preconditioning for Topology Optimization Problems
• Spectral estimates for unreduced symmetric KKT systems arising from Interior Point methods
• Simultaneous solution approaches for large optimization problems.
• Primal-dual Newton-type interior-point method for topology optimization
• A primal-dual algorithm for unfolding neutron energy spectrum from multiple activation foils
• Conditioning of linear-quadratic two-stage stochastic optimization problems
• Stability and accuracy of inexact interior point methods for convex quadratic programming
• An aggregate deformation homotopy method for min-max-min problems with max-min constraints
• Inertia-controlling factorizations for optimization algorithms
• Truncated aggregate homotopy method for nonconvex nonlinear programming
• Ragnar Frisch and interior-point methods
• Numerically efficient and robust Interior-point algorithm for finite strain rate-independent crystal plasticity
• A stable primal-dual approach for linear programming under nondegeneracy assumptions
• Interior-point solver for large-scale quadratic programming problems with bound constraints
• On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods

Uses Software

• mctoolbox

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