A Shifted Primal-Dual Penalty-Barrier Method for Nonlinear Optimization
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21230%2F20%3A00341371" target="_blank" >RIV/68407700:21230/20:00341371 - isvavai.cz</a>
Result on the web
<a href="https://doi.org/10.1137/19M1247425" target="_blank" >https://doi.org/10.1137/19M1247425</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1137/19M1247425" target="_blank" >10.1137/19M1247425</a>
Alternative languages
Result language
angličtina
Original language name
A Shifted Primal-Dual Penalty-Barrier Method for Nonlinear Optimization
Original language description
In nonlinearly constrained optimization, penalty methods provide an effective strategy for handling equality constraints, while barrier methods provide an effective approach for the treatment of inequality constraints. A new algorithm for nonlinear optimization is proposed based on minimizing a shifted primal-dual penalty-barrier function. Certain global convergence properties are established. In particular, it is shown that a limit point of the sequence of iterates may always be found that is either an infeasible stationary point or a complementary approximate Karush--Kuhn--Tucker point; i.e., it satisfies reasonable stopping criteria and is a Karush--Kuhn--Tucker point under a regularity condition that is the weakest constraint qualification associated with sequential optimality conditions. It is also shown that under suitable additional assumptions, the method is equivalent to a shifted variant of the primal-dual path-following method in the neighborhood of a solution. Numerical examples are provided that illustrate the performance of the method compared to a widely used conventional interior-point method.
Czech name
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
Result continuities
Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2020
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
SIAM Journal on Optimization
ISSN
1052-6234
e-ISSN
1095-7189
Volume of the periodical
30
Issue of the periodical within the volume
2
Country of publishing house
US - UNITED STATES
Number of pages
27
Pages from-to
1067-1093
UT code for WoS article
000547000900002
EID of the result in the Scopus database
2-s2.0-85085247890