A globally convergent primal-dual interior-point relaxation method for nonlinear programs
From MaRDI portal
(Redirected from Publication:5216730)
Abstract: We prove that the classic logarithmic barrier problem is equivalent to a particular logarithmic barrier positive relaxation problem with barrier and scaling parameters. Based on the equivalence, a line-search primal-dual interior-point relaxation method for nonlinear programs is presented. Our method does not require any primal or dual iterates to be interior-points, which is prominently different from the existing interior-point methods in the literature. A new logarithmic barrier penalty function dependent on both primal and dual variables is used to prompt the global convergence of the method, where the penalty parameter is updated adaptively. Without assuming any regularity condition, it is proved that our method will terminate at an approximate KKT point of the original problem provided the barrier parameter tends zero. Otherwise, either an approximate infeasible stationary point or an approximate singular stationary point of the original problem will be found. Some preliminary numerical results are reported, including the results for a well-posed problem for which many line-search interior-point methods were demonstrated not to be globally convergent, a feasible problem for which the LICQ and the MFCQ fail to hold at the solution and an infeasible problem, and for some standard test problems of the CUTE collection. These results show that our algorithm is not only efficient for well-posed feasible problems, but also is applicable for some ill-posed feasible problems and some even infeasible problems.
Recommendations
- A primal-dual interior-point relaxation method with global and rapidly local convergence for nonlinear programs
- Interior-point \(\ell_2\)-penalty methods for nonlinear programming with strong global convergence properties
- A globally convergent primal-dual interior point method for constrained optimization
- A Primal-Dual Interior-Point Method for Nonlinear Programming with Strong Global and Local Convergence Properties
- Global convergence of a primal-dual interior-point method for nonlinear programming
Cites work
- A globally convergent primal-dual interior point method for constrained optimization
- A globally convergent primal-dual interior-point filter method for nonlinear programming
- A null-space primal-dual interior-point algorithm for nonlinear optimization with nice convergence properties
- A penalty-interior-point algorithm for nonlinear constrained optimization
- A primal-dual augmented Lagrangian
- A primal-dual interior-point method capable of rapidly detecting infeasibility for nonlinear programs
- A Robust Algorithm for Optimization with General Equality and Inequality Constraints
- A Robust Primal-Dual Interior-Point Algorithm for Nonlinear Programs
- A sequential quadratic optimization algorithm with rapid infeasibility detection
- A Trust Region Algorithm for Nonlinearly Constrained Optimization
- A trust region method based on interior point techniques for nonlinear programming.
- An exact primal-dual penalty method approach to warmstarting interior-point methods for linear programming
- An Interior Point Algorithm for Large-Scale Nonlinear Programming
- An interior point method for nonlinear programming with infeasibility detection capabilities
- An interior-point _1-penalty method for nonlinear optimization
- An interior-point algorithm for nonconvex nonlinear programming
- Convergent Infeasible Interior-Point Trust-Region Methods for Constrained Minimization
- CUTE
- Failure of global convergence for a class of interior point methods for nonlinear programming
- Infeasibility Detection and SQP Methods for Nonlinear Optimization
- Interior-point \(\ell_2\)-penalty methods for nonlinear programming with strong global convergence properties
- Interior-point methods for nonconvex nonlinear programming: orderings and higher-order methods
- Interior-point methods for nonconvex nonlinear programming: Regularization and warmstarts
- Numerical Optimization
- On the convergence of a new trust region algorithm
- On the convergence of Newton iterations to non-stationary points
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- Primal-Dual Interior Methods for Nonconvex Nonlinear Programming
- Test example for nonlinear programming codes
- Why a Pure Primal Newton Barrier Step May be Infeasible
Cited in
(10)- A globally convergent interior point algorithm for non-convex nonlinear programming
- A primal-dual interior-point relaxation method with global and rapidly local convergence for nonlinear programs
- A Globally and Superlinearly Convergent Primal-dual Interior Point Method for General Constrained Optimization
- A novel augmented Lagrangian method of multipliers for optimization with general inequality constraints
- IPRQP: a primal-dual interior-point relaxation algorithm for convex quadratic programming
- An overview of nonlinear optimization
- IPRSDP: a primal-dual interior-point relaxation algorithm for semidefinite programming
- An arc-search interior-point algorithm for nonlinear constrained optimization
- IPRSOCP: a primal-dual interior-point relaxation algorithm for second-order cone programming
- A primal-dual interior-point method capable of rapidly detecting infeasibility for nonlinear programs
This page was built for publication: A globally convergent primal-dual interior-point relaxation method for nonlinear programs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5216730)
