Applying Infeasible Interior Point Method to SQP for Constrained Nonlinear Programming
2008 International Conference on Computer Science and Software Engineering, 2008Active set (AS) method suffers deteriorating performance and premature convergence when it is faced with a nonlinear programming problem (NLP) consisting of several inequality constraints. Thus, we propose an SQP/IPM algorithm that uses infeasible interior point method (IIPM) for solving quadratic programming (QP) subproblems.
Hassan A. Bashir +2 more
openaire +1 more source
Convergent Infeasible Interior-Point Trust-Region Methods for Constrained Minimization
SIAM Journal on Optimization, 2002We study an infeasible primal-dual interior-point trust-region method for constrained minimization. This method uses a log-barrier function for the slack variables and updates the slack variables using second-order correction. We show that if a certain set containing the initial iterate is bounded and the origin is not in the convex hull of the nearly ...
openaire +2 more sources
A wide neighborhood infeasible-interior-point method with arc-search for -SCLCPs
Optimization, 2017In this paper, we propose an arc-search infeasible-interior-point method based on the wide neighbourhood for linear complementarity problems over symmetric cones with the Cartesian -property (-SCLC...
M. Sayadi Shahraki +2 more
openaire +2 more sources
Infeasible interior-point method for symmetric optimization using a positive-asymptotic barrier
Computational Optimization and Applications, 2018zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Petra Renáta Rigó, Zsolt Darvay
openaire +2 more sources
High Order Infeasible-Interior-Point Methods for Solving Sufficient Linear Complementarity Problems
Mathematics of Operations Research, 1998In this paper we develop systematically infeasible-interior-point methods of arbitrarily high order for solving horizontal linear complementarity problems that are sufficient in the sense of Cottle, Pang and Venkateswaran (1989). The results apply to degenerate problems and problems having no strictly complementary solution.
J. Stoer, M. Wechs, S. Mizuno
openaire +3 more sources
A Infeasible Interior point homotopy method for solving linear complementarity problem
2010 3rd International Conference on Advanced Computer Theory and Engineering(ICACTE), 2010A global convergence Infeasible Interior point homotopy method for solving linear complementarity problem has been introduced in this paper. We give the homotopy equation and prove in details the existence of the smooth path from almost any positive orthant initial point to a solution of LCP. We give several preliminary numerical results.
null Junyan Xu +2 more
openaire +1 more source
A new infeasible interior-point method based on Darvay’s technique for symmetric optimization
Annals of Operations Research, 2013zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +3 more sources
Infeasible Interior Point Methods for Solving Linear Programs
1994Interior point methods that follow the primal-dual central path of a dual pair of linear programs (P 0), (D 0) require that these problems are strictly feasible. To get around this difficulty, one technique is to embed (P 0), (D 0) into a family of suitably perturbed strictly feasible linear programs (P r), (D r), r ...
openaire +1 more source
Passivity Enforcement Using an Infeasible-Interior-Point Primal-Dual Method
IEEE Transactions on Power Systems, 2008Application of the network equivalent concept for external system representation in electromagnetic transient studies is well known. However, the challenge in application of an equivalent model, approximated by rational functions, is to guarantee passivity of the corresponding model.
B. Porkar +3 more
openaire +1 more source
Homogeneous Infeasible Interior Point Method for Convex Quadratic Programs
2022 IEEE 61st Conference on Decision and Control (CDC), 2022Arvind U. Raghunathan +2 more
openaire +1 more source