A penalty-free primal-dual interior-point algorithm and its global convergence

MaRDI QIDQ5497929zbMATH OpenFDO

Authors Songqiang Qiu, Zhongwen Chen

Publication date 11 February 2015

zbMATH Keywords

barrier functionglobal convergencepenalty-free algorithmprimal-dual interior-point method

Mathematics Subject Classification ID

Nonlinear programming (90C30) Interior-point methods (90C51)

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(4)

• A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm
• Interior-point \(\ell_2\)-penalty methods for nonlinear programming with strong global convergence properties
• A penalty-free-type two-step linear search algorithm
• A primal–dual penalty method via rounded weighted-ℓ₁ Lagrangian duality

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