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An infeasible interior-point arc-search algorithm for nonlinear constrained optimization
- Source :
- Numerical Algorithms. 89:249-275
- Publication Year :
- 2021
- Publisher :
- Springer Science and Business Media LLC, 2021.
-
Abstract
- In this paper, we propose an infeasible arc-search interior-point algorithm for solving nonlinear programming problems. Most algorithms based on interior-point methods are categorized as line search since they compute a next iterate on a straight line determined by a search direction which approximates the central path. The proposed arc-search interior-point algorithm uses an arc for the approximation. We discuss convergence properties of the proposed algorithm. We also conduct numerical experiments on the CUTEst benchmark problems and compare the performance of the proposed arc-search algorithm with that of a line-search algorithm. Numerical results indicate that the proposed arc-search algorithm reaches the optimal solution using fewer iterations but longer times than a line-search algorithm. A modification that leads to a faster arc-search algorithm is also discussed.
- Subjects :
- Line search
Applied Mathematics
010103 numerical & computational mathematics
01 natural sciences
Nonlinear programming
90C51, 90C30
010101 applied mathematics
Optimization and Control (math.OC)
Search algorithm
Theory of computation
Path (graph theory)
Convergence (routing)
FOS: Mathematics
Benchmark (computing)
0101 mathematics
Mathematics - Optimization and Control
Algorithm
Interior point method
MathematicsofComputing_DISCRETEMATHEMATICS
Mathematics
Subjects
Details
- ISSN :
- 15729265 and 10171398
- Volume :
- 89
- Database :
- OpenAIRE
- Journal :
- Numerical Algorithms
- Accession number :
- edsair.doi.dedup.....b629a1a6ccceb77c73cdd358c2439c26