nonlinear rescaling

Numerical experiments with an interior-exterior point method for nonlinear programming

  • Igor Griva
    • Categories Constrained Nonlinear Optimization Tags , , ,

    The paper presents an algorithm for solving nonlinear programming problems. The algorithm is based on the combination of interior and exterior point methods. The latter is also known as the primal-dual nonlinear rescaling method. The paper shows that in certain cases when the interior point method fails to achieve the solution with the high level … Read more

    A primal-dual nonlinear rescaling method with dynamic scaling parameter update

  • Igor Griva
  • Roman Polyak
    • Categories Constrained Nonlinear Optimization Tags , , , ,

    In this paper we developed a general primal-dual nonlinear rescaling method with dynamic scaling parameter update (PDNRD) for convex optimization. We proved the global convergence, established 1.5-Q-superlinear rate of convergence under the standard second order optimality conditions. The PDNRD was numerically implemented and tested on a number of nonlinear problems from COPS and CUTE sets. … Read more