NDLI: Interior Methods for Nonlinear Optimization

Please wait, while we are loading the content...

Interior Methods for Nonlinear Optimization

Content Provider	Society for Industrial and Applied Mathematics (SIAM)
Author	Wright, Margaret H. Gill, Philip E. Forsgren, Anders
Copyright Year	2002
Abstract	Interior methods are an omnipresent, conspicuous feature of the constrained optimization landscape today, but it was not always so. Primarily in the form of barrier methods, interior-point techniques were popular during the 1960s for solving nonlinearly constrained problems. However, their use for linear programming was not even contemplated because of the total dominance of the simplex method. Vague but continuing anxiety about barrier methods eventually led to their abandonment in favor of newly emerging, apparently more efficient alternatives such as augmented Lagrangian and sequential quadratic programming methods. By the early 1980s, barrier methods were almost without exception regarded as a closed chapter in the history of optimization. This picture changed dramatically with Karmarkar's widely publicized announcement in 1984 of a fast polynomial-time interior method for linear programming; in 1985, a formal connection was established between his method and classical barrier methods. Since then, interior methods have advanced so far, so fast, that their influence has transformed both the theory and practice of constrained optimization. This article provides a condensed, selective look at classical material and recent research about interior methods for nonlinearly constrained optimization.
Starting Page	525
Ending Page	597
Page Count	73
File Format	PDF
ISSN	00361445
DOI	10.1137/S0036144502414942
e-ISSN	10957200
Journal	SIAM Review (SIREAD)
Issue Number	4
Volume Number	44
Language	English
Publisher	Society for Industrial and Applied Mathematics
Publisher Date	2006-08-04
Access Restriction	Subscribed
Subject Keyword	interior methods nonlinear programming Optimal control problems involving ordinary differential equations Direct methods for linear systems and matrix inversion nonlinear constraints penalty methods constrained minimization primal-dual methods Mathematical programming methods Nonlinear programming Optimal control problems involving partial differential equations Methods of nonlinear programming type barrier methods
Content Type	Text
Resource Type	Article
Subject	Applied Mathematics Theoretical Computer Science Computational Mathematics

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in