George Tzallas-Regas – Optimization Online

Switching stepsize strategies for PDIP

Published: 2009/04/11, Updated: 2009/12/07

Constrained Nonlinear Optimization global convergence, merit functions, nonlinear programming, pdip, steplength convergence, superlinear convergence, switching merit functions

In this chapter we present a primal-dual interior point algorithm for solving constrained nonlinear programming problems. Switching rules are implemented that aim at exploiting the merits and avoiding the drawbacks of three different merit functions. The penalty parameter is determined using an adaptive penalty strategy that ensures a descent property for the merit function. The … Read more

An interior point algorithm for nonlinear minimax problems

Published: 2009/01/22

Enitan Obasanjo

Berc Rustem

George Tzallas-Regas

Constrained Nonlinear Optimization constrained nonlinear programming, discrete min-max, primal-dual interior-point method, stepsize strategy

We present a primal-dual interior point method for constrained nonlinear, discrete minimax problems where the objective functions and constraints are not necessarily convex. The algorithm uses two merit functions to ensure progress towards the points satisfying the first order optimality conditions of the original problem. Convergence properties are described and numerical results provided. CitationDept. of … Read more