Interior-point methods for nonconvex nonlinear programming: Regularization and warmstarts
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Publication:953208
DOI10.1007/S10589-007-9089-XzbMATH Open1181.90243OpenAlexW2042204689MaRDI QIDQ953208FDOQ953208
David F. Shanno, Hande Y. Benson
Publication date: 17 November 2008
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-007-9089-x
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Cites Work
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- Interior-point algorithms, penalty methods and equilibrium problems
- An interior-point algorithm for nonconvex nonlinear programming
- Interior-point methods for nonconvex nonlinear programming: Filter methods and merit functions
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- Failure of global convergence for a class of interior point methods for nonlinear programming
- An Interior-Point $$\boldsymbol{\ell_{1}}$$ -Penalty Method for Nonlinear Optimization
- Interior-point methods for nonconvex nonlinear programming: jamming and numerical testing
Cited In (23)
- A primal-dual interior-point relaxation method with global and rapidly local convergence for nonlinear programs
- An augmented Lagrangian filter method
- Primal-dual interior-point method for thermodynamic gas-particle partitioning
- A non-interior implicit smoothing approach to complementarity problems for frictionless contacts
- FORCES NLP: an efficient implementation of interior-point methods for multistage nonlinear nonconvex programs
- Using Interior-Point Methods within an Outer Approximation Framework for Mixed Integer Nonlinear Programming
- A globally convergent primal-dual interior-point relaxation method for nonlinear programs
- Interior-point methods for nonconvex nonlinear programming: orderings and higher-order methods
- A novel augmented Lagrangian method of multipliers for optimization with general inequality constraints
- Warmstarting the homogeneous and self-dual interior point method for linear and conic quadratic problems
- Optimization problem coupled with differential equations: a numerical algorithm mixing an Interior-point method and event detection
- Warmstarting for interior point methods applied to the long-term power planning problem
- An interior point method for isogeometric contact
- Design of optimal PID controller with \(\epsilon\)-Routh stability for different processes
- Second-order cone programming with warm start for elastoplastic analysis with von Mises yield criterion
- Study of a primal-dual algorithm for equality constrained minimization
- Mixed integer nonlinear programming using interior-point methods
- Implementation of warm-start strategies in interior-point methods for linear programming in fixed dimension
- A New Unblocking Technique to Warmstart Interior Point Methods Based on Sensitivity Analysis
- Recent Progress in Interior-Point Methods: Cutting-Plane Algorithms and Warm Starts
- Smoothing and Regularization for Mixed-Integer Second-Order Cone Programming with Applications in Portfolio Optimization
- The nonconvex second-order cone: algebraic structure toward optimization
- A primal-dual interior point method for large-scale free material optimization
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