Parabolic target space and primal–dual interior-point methods

Interior Point Methods in Function Space

A primal-dual interior point method for optimal control problems is considered. The algorithm is directly applied to the infinite-dimensional problem. Existence and convergence of the central path are analyzed, and linear convergence of a short-step path-following method is established.

Konrad-zuse-zentrum F ¨ Ur Informationstechnik Berlin Interior Point Methods in Function Space Interior Point Methods in Function Space *

A primal-dual interior point method for optimal control problems is considered. The algorithm is directly applied to the infinite dimensional problem. Existence and convergence of the central path are analyzed, and linear convergence of a short step pathfollowing method is established.

Interior-point Methods

Interior-Point Methods

The modern era of interior-point methods dates to 1984, when Karmarkar proposed his algorithm for linear programming. In the years since then, algorithms and software for linear programming have become quite sophisticated, while extensions to more general classes of problems, such as convex quadratic programming, semide nite programming, and nonconvex and nonlinear problems, have reached varyin...

Interior Point Methods

In this section we will give an (extremely) brief Introduction to the concept of interior point methods • Logarithmic Barrier Method • Method of Centers We have previously seen methods that follow a path On the boundary of the feasible region (Simplex). As the name suggest, interior point methods instead Follow a path through the interior of the feasible region.