Convergent Infeasible Interior-Point Trust-Region Methods for Constrained Minimization
SIAM Journal on Optimization, 2002Summary: We 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 ...
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An infeasible interior-point arc-search algorithm for nonlinear constrained optimization
Numerical Algorithms, 2019In this paper, we propose an infeasible arc-search interior-point algorithm for solving nonlinear programming problems. Most algorithms based on interior-point methods are categorized as line search since they compute a next iterate on a straight line ...
M. Yamashita, E. Iida, Yaguang Yang
semanticscholar +1 more source
A truncated primal-infeasible dual-feasible network interior point method
Networks, 2000Summary: The authors introduce the truncated primal-infeasible dual-feasible interior point algorithm for linear programming and describe an implementation of this algorithm for solving the minimum-cost network flow problem. In each iteration, the linear system that determines the search direction is computed inexactly, and the norm of the resulting ...
Portugal, L. F. +3 more
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An interior point method for nonlinear programming with infeasibility detection capabilities
Optimization Methods and Software, 2014This paper describes an interior point method for nonlinear programming endowed with infeasibility detection capabilities. The method is composed of two phases, a main phase whose goal is to seek optimality, and a feasibility phase that aims exclusively at improving feasibility.
Jorge Nocedal +2 more
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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
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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
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We study the geometry of convex optimization problems given in a Domain-Driven form and categorize possible statuses of these problems using duality theory. Our duality theory for the Domain-Driven form, which accepts both conic and non-conic constraints,
M. Karimi, L. Tunçel
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Infeasible interior point methods for sufficient linear complementarity problems
2009In the first part of the thesis we focus on algorithms acting in the small neighborhood of the central path. We present a new first order corrector-predictor method for solving sufficient linear complementarity problems for which a sufficiently centered feasible starting point is available.
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A Infeasible Interior point homotopy method for solving horizontal linear complementarity problem
2011 International Conference on Computer Science and Service System (CSSS), 2011A global convergence Infeasible Interior point homotopy method for solving horizontal 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 HLCP.
null Junyan Xu +2 more
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An improved and modified infeasible interior-point method for symmetric optimization
Asian-European Journal of Mathematics, 2016In this paper an improved and modified version of full Nesterov–Todd step infeasible interior-point methods for symmetric optimization published in [A new infeasible interior-point method based on Darvay’s technique for symmetric optimization, Ann. Oper. Res. 211(1) (2013) 209–224; G. Gu, M. Zangiabadi and C.
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