Study of a primal-dual algorithm for equality constrained minimization
From MaRDI portal
Publication:480924
DOI10.1007/s10589-014-9679-3zbMath1304.49050OpenAlexW1977108089MaRDI QIDQ480924
Paul Armand, Joël Benoist, Riadh Omheni, Vincent Pateloup
Publication date: 12 December 2014
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-014-9679-3
constrained optimizationprimal-dual methodnonlinear programmingNewton-like methodquadratic penalty method
Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Newton-type methods (49M15) Numerical methods based on nonlinear programming (49M37) Interior-point methods (90C51)
Related Items
A mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimization, A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm, An augmented Lagrangian method for equality constrained optimization with rapid infeasibility detection capabilities, A regularization method for constrained nonlinear least squares, A primal-dual modified log-barrier method for inequality constrained nonlinear optimization, A Regularized Factorization-Free Method for Equality-Constrained Optimization, An inexact proximal regularization method for unconstrained optimization, Analysis on Newton projection method for the split feasibility problem, Rapid infeasibility detection in a mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimization, A globally and quadratically convergent primal–dual augmented Lagrangian algorithm for equality constrained optimization
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A Modeling Language for Mathematical Programming
- A primal-dual augmented Lagrangian
- Dynamic updates of the barrier parameter in primal-dual methods for nonlinear programming
- Interior-point methods for nonconvex nonlinear programming: Regularization and warmstarts
- Penalty functions, Newton's method, and quadratic programming
- An interior-point algorithm for nonconvex nonlinear programming
- A modified barrier-augmented Lagrangian method for constrained minimization
- A quasi-Newton penalty barrier method for convex minimization problems
- Feasible interior methods using slacks for nonlinear optimization
- On the convergence of Newton iterations to non-stationary points
- 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
- Interior-point methods for nonconvex nonlinear programming: Filter methods and merit functions
- A primal-dual trust region algorithm for nonlinear optimization
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- An interior algorithm for nonlinear optimization that combines line search and trust region steps
- Interior-point \(\ell_2\)-penalty methods for nonlinear programming with strong global convergence properties
- Analytical expressions for the eigenvalues and eigenvectors of the Hessian matrices of barrier and penalty functions
- From global to local convergence of interior methods for nonlinear optimization
- On the Accurate Determination of Search Directions for Simple Differentiable Penalty Functions
- Numerical methods for large-scale nonlinear optimization
- An Interior-Point $$\boldsymbol{\ell_{1}}$$ -Penalty Method for Nonlinear Optimization
- A Matrix-Free Algorithm for Equality Constrained Optimization Problems with Rank-Deficient Jacobians
- Interior-point methods for optimization
- On the Convergence of a Sequential Penalty Function Method for Constrained Minimization
- Primal-Dual Interior Methods for Nonconvex Nonlinear Programming
- A Primal-Dual Interior-Point Method for Nonlinear Programming with Strong Global and Local Convergence Properties
- An Interior Point Method with a Primal-Dual Quadratic Barrier Penalty Function for Nonlinear Optimization
- Trust Region Methods
- A two parameter mixed interior-exterior penalty algorithm
- Interior Methods for Nonlinear Optimization
- The interior-point revolution in optimization: History, recent developments, and lasting consequences
- Nonlinear Programming
- Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
- Line Search Filter Methods for Nonlinear Programming: Local Convergence
- CUTEr and SifDec
- MA57---a code for the solution of sparse symmetric definite and indefinite systems
- Definite and Semidefinite Quadratic Forms
- Variational methods for the solution of problems of equilibrium and vibrations
- A trust region method based on interior point techniques for nonlinear programming.
- Benchmarking optimization software with performance profiles.
