A primal-dual interior point method for nonlinear optimization over second-order cones

被引：26

作者：

Yamashita, Hiroshi ^{[2
]}

Yabe, Hiroshi ^{[1
]}

机构：

[1] Tokyo Univ Sci, Dept Math Informat Sci, Fac Sci, Shinjuku Ku, Tokyo, Japan

[2] Math Syst Inc, Shinjuku Ku, Tokyo, Japan

来源：

OPTIMIZATION METHODS & SOFTWARE | 2009年 / 24卷 / 03期

基金：

日本学术振兴会;

关键词：

constrained optimization; nonlinear SOCP; primal-dual interior point method; barrier penalty function; potential function; global convergence; CONSTRAINED OPTIMIZATION; ALGORITHMS; CONVERGENCE;

D O I：

10.1080/10556780902752447

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

In this paper, we are concerned with nonlinear minimization problems with second-order cone constraints. A primal-dual interior point method that uses a commutative class of search directions is considered. We propose a new primal-dual merit function by combining the barrier penalty function and the potential function within the framework of the line search strategy, and show the global convergence property of our method.

引用

页码：407 / 426

页数：20

共 50 条

[21] A PRIMAL-DUAL EXTERIOR POINT METHOD WITH A PRIMAL-DUAL QUADRATIC PENALTY FUNCTION FOR NONLINEAR OPTIMIZATION
Igarashi, Yu
Yabe, Hiroshi
PACIFIC JOURNAL OF OPTIMIZATION, 2015, 11 (04): : 721 - 736
[22] On a Primal-Dual Interior Point Filter Method
Costa, M. Fernanda P.
Fernandes, Edite M. G. P.
NUMERICAL ANALYSIS AND APPLIED MATHEMATICS ICNAAM 2011: INTERNATIONAL CONFERENCE ON NUMERICAL ANALYSIS AND APPLIED MATHEMATICS, VOLS A-C, 2011, 1389
[23] Reoptimization with the primal-dual interior point method
Gondzio, J
Grothey, A
SIAM JOURNAL ON OPTIMIZATION, 2003, 13 (03) : 842 - 864
[24] ON THE IMPLEMENTATION OF A PRIMAL-DUAL INTERIOR POINT METHOD
Mehrotra, Sanjay
SIAM JOURNAL ON OPTIMIZATION, 1992, 2 (04) : 575 - 601
[25] A globally convergent primal-dual interior point method for constrained optimization
Yamashita, H
OPTIMIZATION METHODS & SOFTWARE, 1998, 10 (02): : 443 - 469
[26] A Globally Convergent Primal-dual Interior Point Method for Constrained Optimization
Yamashita, Hiroshi
Optimization Methods and Software, 10 (02): : 443 - 469
[27] Nonlinear primal-dual interior point algorithm for discrete reactive power optimization
Cheng, Y.
Liu, M.
2001, Automation of Electric Power Systems Press (25):
[28] A large-update primal-dual interior-point algorithm for second-order cone optimization based on a new proximity function
Fathi-Hafshejani, S.
Mansouri, H.
Peyghami, M. Reza
OPTIMIZATION, 2016, 65 (07) : 1477 - 1496
[29] A Primal-Dual Interior-Point Filter Method for Nonlinear Semidefinite Programming
Liu, Zhong-Yi
Sun, Wen-Yu
OPERATIONS RESEARCH AND ITS APPLICATIONS, PROCEEDINGS, 2008, 8 : 112 - +
[30] An ε-sensitivity analysis in the primal-dual interior point method
Kim, WJ
Park, CK
Park, S
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 1999, 116 (03) : 629 - 639

← 1 2 3 4 5 →