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MP
2008
91views more  MP 2008»
13 years 5 months ago
The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming
We analyze the rate of local convergence of the augmented Lagrangian method for nonlinear semidefinite optimization. The presence of the positive semidefinite cone constraint requ...
Defeng Sun, Jie Sun, Liwei Zhang
MP
2010
154views more  MP 2010»
13 years 3 months ago
A null-space primal-dual interior-point algorithm for nonlinear optimization with nice convergence properties
Abstract. We present a null-space primal-dual interior-point algorithm for solving nonlinear optimization problems with general inequality and equality constraints. The algorithm a...
Xinwei Liu, Yaxiang Yuan
MP
2006
73views more  MP 2006»
13 years 5 months ago
On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
We present a primal-dual interior-point algorithm with a filter line-search method for nonlinear programming. Local and global convergence properties of this method were analyzed i...
Andreas Wächter, Lorenz T. Biegler
SIAMJO
2000
108views more  SIAMJO 2000»
13 years 5 months ago
Smooth SQP Methods for Mathematical Programs with Nonlinear Complementarity Constraints
Mathematical programs with nonlinear complementarity constraints are reformulated using better-posed but nonsmooth constraints. We introduce a class of functions, parameterized by...
Houyuan Jiang, Daniel Ralph
SIAMJO
2010
133views more  SIAMJO 2010»
13 years 3 months ago
Infeasibility Detection and SQP Methods for Nonlinear Optimization
This paper addresses the need for nonlinear programming algorithms that provide fast local convergence guarantees no matter if a problem is feasible or infeasible. We present an a...
Richard H. Byrd, Frank E. Curtis, Jorge Nocedal