Interior-point methods for nonconvex nonlinear programming: cubic regularization

DOI10.1007/s10589-013-9626-8zbMath1305.90333OpenAlexW2050768044MaRDI QIDQ457205

David F. Shanno, Hande Y. Benson

Publication date: 26 September 2014

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-013-9626-8

zbMATH Keywords

Newton's methodnonlinear programminginterior-point methodscubic regularization

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Interior-point methods (90C51)

Related Items

An improvement of adaptive cubic regularization method for unconstrained optimization problems, Two modified adaptive cubic regularization algorithms by using the nonmonotone Armijo-type line search, A sequential adaptive regularisation using cubics algorithm for solving nonlinear equality constrained optimization, Cubic regularization in symmetric rank-1 quasi-Newton methods, An inexact proximal regularization method for unconstrained optimization, Nonlinear least square based on control direction by dual method and its application, On the use of iterative methods in cubic regularization for unconstrained optimization, New subspace minimization conjugate gradient methods based on regularization model for unconstrained optimization, Separable cubic modeling and a trust-region strategy for unconstrained minimization with impact in global optimization, A cubic regularization algorithm for unconstrained optimization using line search and nonmonotone techniques, On global minimizers of quadratic functions with cubic regularization

Uses Software

• KNITRO
• LOQO
• SNOPT
• AMPL
• CUTEr
• filterSQP
• Ipopt
• CUTE

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