An interior-point piecewise linear penalty method for nonlinear programming

DOI10.1007/s10107-009-0296-3zbMath1227.49039OpenAlexW1997655968MaRDI QIDQ543401

Donald Goldfarb, Lifeng Chen

Publication date: 17 June 2011

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-009-0296-3

zbMATH Keywords

global convergenceinterior-point methodnonlinear programmingsuperlinear convergencepenalty methodline searchpiecewise linear penalty function

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items (4)

A globally convergent regularized interior point method for constrained optimization ⋮ A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm ⋮ Exact low-rank matrix completion from sparsely corrupted entries via adaptive outlier pursuit ⋮ On the use of piecewise linear models in nonlinear programming

Uses Software

• CUTEr
• SifDec
• Ipopt

Cites Work

• Unnamed Item
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• On the convergence of Newton iterations to non-stationary points
• Failure of global convergence for a class of interior point methods for nonlinear programming
• 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
• Steering exact penalty methods for nonlinear programming
• The watchdog technique for forcing convergence in algorithms for constrained optimization
• 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
• An Interior Point Algorithm for Large-Scale Nonlinear Programming
• Interior Methods for Nonlinear Optimization
• Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
• CUTEr and SifDec
• Interior Methods for Mathematical Programs with Complementarity Constraints
• Nonlinear programming without a penalty function.

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