- Tytuł:
- Penalty/barrier path-following in linearly constrained optimization
- Autorzy:
- Grossmann, Christian
- Powiązania:
- https://bibliotekanauki.pl/articles/729261.pdf
- Data publikacji:
- 2000
- Wydawca:
- Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
- Tematy:
-
penalty/barrier
interior point methods
convex optimization - Opis:
- In the present paper rather general penalty/barrier path-following methods (e.g. with p-th power penalties, logarithmic barriers, SUMT, exponential penalties) applied to linearly constrained convex optimization problems are studied. In particular, unlike in previous studies [1,11], here simultaneously different types of penalty/barrier embeddings are included. Together with the assumed 2nd order sufficient optimality conditions this required a significant change in proving the local existence of some continuously differentiable primal and dual path related to these methods. In contrast to standard penalty/barrier investigations in the considered path-following algorithms only one Newton step is applied to the generated auxiliary problems. As a foundation of convergence analysis the radius of convergence of Newton's method depending on the penalty/barrier parameter is estimated. There are established parameter selection rules which guarantee the overall convergence of the considered path-following penalty/barrier techniques.
- Źródło:
-
Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2000, 20, 1; 7-26
1509-9407 - Pojawia się w:
- Discussiones Mathematicae, Differential Inclusions, Control and Optimization
- Dostawca treści:
- Biblioteka Nauki
Artykuł