A Shifted Primal-Dual Penalty-Barrier Method for Nonlinear Optimization

DOI10.1137/19M1247425zbMath1436.49018OpenAlexW3015765855MaRDI QIDQ4960453

Vyacheslav Kungurtsev, Daniel P. Robinson, Philip E. Gill

Publication date: 16 April 2020

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/19m1247425

zbMATH Keywords

nonlinear optimizationaugmented Lagrangian methodspath-following methodsprimal-dual methodsregularized methodsbarrier methodsinterior methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Methods involving semicontinuity and convergence; relaxation (49J45) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items

On the best achievable quality of limit points of augmented Lagrangian schemes, A globally convergent regularized interior point method for constrained optimization, On the convergence analysis of a penalty algorithm for nonsmooth optimization and its performance for solving hard-sphere problems, On the fulfillment of the complementary approximate Karush-Kuhn-Tucker conditions and algorithmic applications, A Shifted Primal-Dual Penalty-Barrier Method for Nonlinear Optimization, On Optimality Conditions for Nonlinear Conic Programming, A novel augmented Lagrangian method of multipliers for optimization with general inequality constraints

Uses Software

• SNOPT
• CUTEr
• SifDec
• Ipopt
• COPS
• CUTE

Cites Work

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