An augmented Lagrangian interior-point method using directions of negative curvature
نویسندگان
چکیده
منابع مشابه
An augmented Lagrangian interior-point method using directions of negative curvature
We describe an efficient implementation of an interior-point algorithm for non-convex problems that uses directions of negative curvature. These directions should ensure convergence to second-order KKT points and improve the computational efficiency of the procedure. Some relevant aspects of the implementation are the strategy to combine a direction of negative curvature and a modified Newton d...
متن کاملAn interior-point Lagrangian decomposition method for separable convex optimization
In this paper we propose a distributed algorithm for solving large-scale separable convex problems using Lagrangian dual decomposition and the interior-point framework. By adding self-concordant barrier terms to the ordinary Lagrangian we prove under mild assumptions that the corresponding family of augmented dual functions is self-concordant. This makes it possible to efficiently use the Newto...
متن کاملInterior Epigraph Directions method for nonsmooth and nonconvex optimization via generalized augmented Lagrangian duality
We propose and study a new method, called the Interior Epigraph Directions (IED) method, for solving constrained nonsmooth and nonconvex optimization. The IED method considers the dual problem induced by a generalized augmented Lagrangian duality scheme, and obtains the primal solution by generating a sequence of iterates in the interior of the dual epigraph. First, a deflected subgradient (DSG...
متن کاملOptimality properties of an Augmented Lagrangian method
Sometimes, the feasible set of an optimization problem that one aims to solve using a Nonlinear Programming algorithm is empty. In this case, two characteristics of the algorithm are desirable. On the one hand, the algorithm should converge to a minimizer of some infeasibility measure. On the other hand, one may wish to find a point with minimal infeasibility for which some optimality condition...
متن کاملCoupling fields and underlying space curvature: an augmented Lagrangian approach.
We demonstrate a systematic implementation of coupling between a scalar field and the geometry of the space which carries the field. This naturally gives rise to a feedback mechanism between the field and the geometry. We develop a systematic model for the feedback in a general form, inspired by a specific implementation in the context of molecular dynamics (the so-called Rahman-Parrinello mole...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2003
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-002-0360-8