Primal Interior-Point Method for Minimization of Generalized Minimax Functions

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985807%3A_____%2F10%3A00347293" target="_blank" >RIV/67985807:_____/10:00347293 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Primal Interior-Point Method for Minimization of Generalized Minimax Functions
Original language description
In this paper, we propose a primal interior-point method for large sparse generalized minimax optimization. After a short introduction, where the problem is stated, we introduce the basic equations of the Newton method applied to the KKT conditions and propose a primal interior-point method. Next we describe the basic algorithm and give more details concerning its implementation covering numerical differentiation, variable metric updates, and a barrier parameter decrease. Using standard weak assumptions, we prove that this algorithm is globally convergent if a bounded barrier is used. Then, using stronger assumptions, we prove that it is globally convergent also for the logarithmic barrier. Finally, we present results of computational experiments confirming the efficiency of the primal interior point method for special cases of generalized minimax problems.
Czech name
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Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Project
<a href="/en/project/GA201%2F09%2F1957" target="_blank" >GA201/09/1957: Development of methods for solving large scale nonlinear programming and nonsmooth optimization problems</a><br>
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year
2010
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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