A Shifted Primal-Dual Penalty-Barrier Method for Nonlinear Optimization

DOI10.1137/19M1247425zbMath1436.49018MaRDI QIDQ4960453

Philip E. Gill, Daniel P. Robinson, Vyacheslav Kungurtsev

Publication date: 16 April 2020

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

zbMATH Keywords

nonlinear optimization; augmented Lagrangian methods; path-following methods; primal-dual methods; regularized methods; barrier methods; interior methods

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C30: Nonlinear programming

49M37: Numerical methods based on nonlinear programming

49J45: Methods involving semicontinuity and convergence; relaxation

65F05: Direct numerical methods for linear systems and matrix inversion

Uses Software

• SNOPT
• CUTEr
• SifDec
• Ipopt
• COPS
• CUTE