A globally convergent primal-dual interior-point filter method for nonlinear programming

Michael Ulbrich; Stefan Ulbrich; Luís N. Vicente

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A globally convergent primal-dual interior-point filter method for nonlinear programming

机译：非线性规划的全局收敛原对偶内点滤波方法

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摘要

In this paper, the filter technique of Fletcher and Leyffer (1997) is used to globalize the primal-dual interior-point algorithm for nonlinear programming, avoiding the use of merit functions and the updating of penalty parameters.

机译：在本文中，使用Fletcher和Leyffer（1997）的滤波技术对用于非线性规划的原对偶内点算法进行了全局化，避免了使用优值函数和惩罚参数的更新。

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来源
《Mathematical Programming》 |2004年第2期|379-410|共32页
作者
Michael Ulbrich; Stefan Ulbrich; Luís N. Vicente;
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作者单位

Schwerpunkt Optimierung und Approximation Fachbereich Mathematik;

Zentrum Mathematik M1 Technische Universität München;

Departamento de Matemática Universidade de Coimbra;

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原文格式 PDF
正文语种 eng
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关键词
interior-point methods; primal-dual; filter; global convergence;

机译：内点法;对偶;滤波;全局收敛;

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专利

1. A globally convergent primal-dual interior-point filter method for nonlinear programming [J] . Ulbrich M, Ulbrich S, Vicente LN Mathematical Programming . 2004,第2期

机译：非线性规划的全局收敛原对偶内点滤波方法
2. A globally convergent primal-dual interior-point relaxation method for nonlinear programs [J] . Xin-Wei Liu, Yu-Hong Dai Mathematics of computation . 2020,第323期

机译：用于非线性程序的全局收敛原始 - 双重内部点松弛方法
3. A primal-dual interior-point method for nonlinear programming with strong global and local convergence properties [J] . Tits AL., Wachter A., Bakhtiari S., SIAM Journal on Optimization: A Publication of the Society for Industrial and Applied Mathematics . 2003,第1期

机译：具有强全局和局部收敛性的非线性规划的本对偶内点法
4. A Primal-Dual Interior-Point Filter Method for Nonlinear Semidefinite Programming [C] . LI Quanming, rnZHONG Maohua, rnWANG Yunhai, Operations Research and its Applications . 2008

机译：非线性半定规划的原始-对偶内点滤波方法
5. Effective computation of the analytic center of the solution set in linear programming using primal-dual interior-point methods. [D] . Gonzalez-Lima, Maria D. 1995

机译：使用原对偶内点法在线性规划中有效求解解集的解析中心。
6. A globally convergent QP-free algorithm for nonlinear semidefinite programming [O] . Jian-Ling Li, Zhen-Ping Yang, Jin-Bao Jian -1

机译：非线性半定规划的全局收敛的无QP算法
7. A globally convergent primal-dual interior-point filter method for nonlinear programming: new filter optimality measures and computational results [O] . Silva Renata, Ulbrich Michael, Ulbrich Stefan, 2008

机译：用于非线性规划的全局收敛的原对偶内点滤波器方法：新的滤波器最优性度量和计算结果
8. Superlinearly Convergent Polynomial Primal-Dual Interior-Point Algorithm for Linear Programming. [R] . Zhang, Y., Tapia, R. A. 1991

机译：线性规划的超线性收敛多项式原始对偶内点算法。

A globally convergent primal-dual interior-point filter method for nonlinear programming

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