A mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimization
From MaRDI portal
Publication:2363570
DOI10.1007/s10957-017-1071-xzbMath1370.49022OpenAlexW2583926461MaRDI QIDQ2363570
Publication date: 20 July 2017
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-017-1071-x
constrained optimizationnonlinear optimizationinterior-point methodsaugmented Lagrangianprimal-dual methodsKarush-Kuhn-Tucker (KKT)
Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Newton-type methods (49M15) Interior-point methods (90C51)
Related Items
Sparse Approximations with Interior Point Methods, A globally convergent regularized interior point method for constrained optimization, A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm, General-purpose preconditioning for regularized interior point methods, An augmented Lagrangian method for equality constrained optimization with rapid infeasibility detection capabilities, Dynamic non-diagonal regularization in interior point methods for linear and convex quadratic programming, Dislocation hyperbolic augmented Lagrangian algorithm for nonconvex optimization, A primal-dual modified log-barrier method for inequality constrained nonlinear optimization, An interior point-proximal method of multipliers for convex quadratic programming, Rapid infeasibility detection in a mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimization, Local convergence analysis of a primal-dual method for bound-constrained optimization without SOSC, Boundedness of the inverse of a regularized Jacobian matrix in constrained optimization and applications, Complexity and performance of an Augmented Lagrangian algorithm
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- A Modeling Language for Mathematical Programming
- A primal-dual augmented Lagrangian
- Study of a primal-dual algorithm for equality constrained minimization
- An inexact proximal regularization method for unconstrained optimization
- Dynamic updates of the barrier parameter in primal-dual methods for nonlinear programming
- More test examples for nonlinear programming codes
- Test examples for nonlinear programming codes
- Failure of global convergence for a class of interior point methods for nonlinear programming
- Interior-point methods for nonconvex nonlinear programming: orderings and higher-order methods
- A primal-dual regularized interior-point method for convex quadratic programs
- A globally convergent primal-dual interior-point filter method for nonlinear programming
- Uniform boundedness of the inverse of a Jacobian matrix arising in regularized interior-point methods
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- Interior-point \(\ell_2\)-penalty methods for nonlinear programming with strong global convergence properties
- From global to local convergence of interior methods for nonlinear optimization
- An Interior Point Method with a Primal-Dual Quadratic Barrier Penalty Function for Nonlinear Optimization
- PENNON: A code for convex nonlinear and semidefinite programming
- Trust Region Methods
- Interior Methods for Nonlinear Optimization
- A globally and quadratically convergent primal–dual augmented Lagrangian algorithm for equality constrained optimization
- SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
- An Algorithm for Degenerate Nonlinear Programming with Rapid Local Convergence
- Line Search Filter Methods for Nonlinear Programming: Local Convergence
- A Globally Convergent Stabilized SQP Method
- CUTEr and SifDec
- MA57---a code for the solution of sparse symmetric definite and indefinite systems
- Practical Augmented Lagrangian Methods for Constrained Optimization
- A trust region method based on interior point techniques for nonlinear programming.
- Benchmarking optimization software with performance profiles.
