NDLI: A Primal-Dual Interior-Point Method for Nonlinear Programming with Strong Global and Local Convergence Properties

Content Provider	Society for Industrial and Applied Mathematics (SIAM)
Author	Lawrence, Craig T. Wchter, Andreas Bakhtiari, Sasan Urban, Thomas J. Tits, Andr L.
Copyright Year	2003
Abstract	An exact-penalty-function-based scheme---inspired from an old idea due to Mayne and Polak [Math. Program., 11 (1976), pp.67--80]---is proposed for extending to general smooth constrained optimization problems any given feasible interior-point method for inequality constrained problems. It is shown that the primal-dual interior-point framework allows for a simpler penalty parameter update rule than the one discussed and analyzed by the originators of the scheme in the context of first order methods of feasible direction. Strong global and local convergence results are proved under mild assumptions. In particular, (i) the proposed algorithm does not suffer a common pitfall recently pointed out by Wchter and Biegler [Math. Program., 88 (2000), pp. 565--574]; and (ii) the positive definiteness assumption on the Hessian estimate, made in the original version of the algorithm, is relaxed, allowing for the use of exact Hessian information, resulting in local quadratic convergence. Promising numerical results are reported.
Starting Page	173
Ending Page	199
Page Count	27
File Format	PDF
ISSN	10526234
DOI	10.1137/S1052623401392123
e-ISSN	10957189
Journal	SIAM Journal on Optimization (SJOPE8)
Issue Number	1
Volume Number	14
Language	English
Publisher	Society for Industrial and Applied Mathematics
Publisher Date	2006-07-28
Access Restriction	Subscribed
Subject Keyword	feasibility Optimization and variational techniques Methods of quasi-Newton type nonlinear programming primal-dual interior-point methods Mathematical programming methods Nonlinear programming Methods of nonlinear programming type constrained optimization
Content Type	Text
Resource Type	Article
Subject	Applied Mathematics Theoretical Computer Science Software

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

An Interior Point Method with a Primal-Dual Quadratic Barrier Penalty Function for Nonlinear Optimization

A Robust Primal-Dual Interior-Point Algorithm for Nonlinear Programs

Point quasi-newton methods f o r constrained optimization (1996).

Superlinear Convergence of Primal-Dual Interior Point Algorithms for Nonlinear Programming

A Feasible BFGS Interior Point Algorithm for Solving Convex Minimization Problems

Interior-point ℓ2-penalty methods for nonlinear programming with strong global convergence properties

Local and superlinear convergence of a primal-dual interior point method for nonlinear semidefinite programming

A Potential Reduction Newton Method for Constrained Equations

An Interior Point Algorithm for Large-Scale Nonlinear Programming

A Primal-Dual Interior-Point Method for Nonlinear Programming with Strong Global and Local Convergence Properties

Similar Documents

An Interior Point Method with a Primal-Dual Quadratic Barrier Penalty Function for Nonlinear Optimization

A Robust Primal-Dual Interior-Point Algorithm for Nonlinear Programs

Point quasi-newton methods f o r constrained optimization (1996).

Superlinear Convergence of Primal-Dual Interior Point Algorithms for Nonlinear Programming

A Feasible BFGS Interior Point Algorithm for Solving Convex Minimization Problems

Interior-point ℓ2-penalty methods for nonlinear programming with strong global convergence properties

Local and superlinear convergence of a primal-dual interior point method for nonlinear semidefinite programming

A Potential Reduction Newton Method for Constrained Equations

An Interior Point Algorithm for Large-Scale Nonlinear Programming

A Primal-Dual Interior-Point Method for Nonlinear Programming with Strong Global and Local Convergence Properties