global and local convergence

A primal-dual interior-point relaxation method with adaptively updating barrier for nonlinear programs

  • Yu-Hong Dai
  • Yakui Huang
  • Xin-Wei Liu
    • Categories Nonlinear Optimization Tags , , , ,

    Based on solving an equivalent parametric equality constrained mini-max problem of the classic logarithmic-barrier subproblem, we present a novel primal-dual interior-point relaxation method for nonlinear programs. In the proposed method, the barrier parameter is updated in every step as done in interior-point methods for linear programs, which is prominently different from the existing interior-point methods … Read more

    A Stochastic Semismooth Newton Method for Nonsmooth Nonconvex Optimization

  • Shicong Cen
  • Andre Milzarek
  • Michael Ulbrich
  • Zaiwen Wen
  • Xiantao Xiao
    • Categories Nonsmooth Optimization Tags , , , ,

    In this work, we present a globalized stochastic semismooth Newton method for solving stochastic optimization problems involving smooth nonconvex and nonsmooth convex terms in the objective function. We assume that only noisy gradient and Hessian information of the smooth part of the objective function is available via calling stochastic first and second order oracles. The … Read more

    A Constraint-reduced Algorithm for Semidefinite Optimization Problems using HKM and AHO directions

  • Sungwoo Park
    • Categories Semi-definite Programming Tags , , , ,

    We develop a new constraint-reduced infeasible predictor-corrector interior point method for semidefinite programming, and we prove that it has polynomial global convergence and superlinear local convergence. While the new algorithm uses HKM direction in predictor step, it adopts AHO direction in corrector step to obtain faster approach to the central path. In contrast to the … Read more