Model order reduction with Galerkin projection applied to nonlinear optimization with infeasible primal‐dual interior point method
Sign Up to like & getrecommendations! Published in 2019 at "International Journal for Numerical Methods in Engineering"
DOI: 10.1002/nme.6181
Abstract: It is not new that model order reduction (MOR) methods are employed in almost all fields of engineering to reduce the processing time of complex computational simulations. At the same time, interior point methods (IPMs),… read more here.
Keywords: galerkin projection; interior point; projection; primal dual ... See more keywords
Weighted LCPs and interior point systems for copositive linear transformations on Euclidean Jordan algebras
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DOI: 10.1007/s10898-019-00760-7
Abstract: In the setting of a Euclidean Jordan algebra V with symmetric cone $$V_+$$V+, corresponding to a linear transformation M, a ‘weight vector’ $$w\in V_+$$w∈V+, and a $$q\in V$$q∈V, we consider the weighted linear complementarity problem… read more here.
Keywords: lcps interior; euclidean jordan; point; weighted lcps ... See more keywords
Stability and Accuracy of Inexact Interior Point Methods for Convex Quadratic Programming
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DOI: 10.1007/s10957-017-1170-8
Abstract: We consider primal–dual interior point methods where the linear system arising at each iteration is formulated in the reduced (augmented) form and solved approximately. Focusing on the iterates close to a solution, we analyze the… read more here.
Keywords: inexact interior; interior point; point methods; accuracy inexact ... See more keywords
A full-Newton step feasible interior-point algorithm for monotone horizontal linear complementarity problems
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DOI: 10.1007/s11590-018-1328-9
Abstract: In this paper, we present a full-Newton feasible step interior-point algorithm for solving monotone horizontal linear complementarity problems. In each iteration the algorithm performs only full-Newton step with the advantage that no line search is… read more here.
Keywords: full newton; monotone; step; algorithm ... See more keywords
A wide neighborhood predictor-infeasible corrector interior-point algorithm for linear optimization
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DOI: 10.1007/s11590-020-01573-4
Abstract: In this paper, we propose a theoretical framework of a predictor-corrector interior-point method for linear optimization based on the one-norm wide neighborhood of the central path, focusing on infeasible corrector steps. Here, we call the… read more here.
Keywords: infeasible corrector; interior point; predictor; optimization ... See more keywords
Interior-point algorithm for sufficient LCPs based on the technique of algebraically equivalent transformation
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DOI: 10.1007/s11590-020-01612-0
Abstract: We present a short-step interior-point algorithm (IPA) for sufficient linear complementarity problems (LCPs) based on a new search direction. An algebraic equivalent transformation (AET) is used on the centrality equation of the central path system… read more here.
Keywords: technique; point algorithm; interior point; sufficient lcps ... See more keywords
An interior-point algorithm for $$P_*(\kappa )$$P∗(κ)-LCP based on a new trigonometric kernel function with a double barrier term
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Applied Mathematics and Computing"
DOI: 10.1007/s12190-015-0978-3
Abstract: In this paper, we present a new large-update interior-point algorithm for $$P_*(\kappa )$$P∗(κ)-linear complementarity problem. The new algorithm is based on a trigonometric kernel function which differs from the existing kernel functions in which it… read more here.
Keywords: algorithm; algorithm kappa; point algorithm; interior point ... See more keywords
An interior point method for $$P_{*}(\kappa )$$-horizontal linear complementarity problem based on a new proximity function
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Applied Mathematics and Computing"
DOI: 10.1007/s12190-019-01284-9
Abstract: Kernel functions play an important role in the design and complexity analysis of interior point algorithms for solving convex optimization problems. They determine both search directions and the proximity measure between the iterate and the… read more here.
Keywords: linear complementarity; interior point; kappa horizontal; horizontal linear ... See more keywords
Non-interior-point smoothing Newton method for CP revisited and its application to support vector machines
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DOI: 10.1007/s12190-019-01305-7
Abstract: Non-interior-point smoothing Newton method (SNM) for optimization have been widely studied for over three decades. SNM is a popular approach for solving small- and medium-scale complementarity problem (CP) and many optimization problems. The main purpose… read more here.
Keywords: interior point; smoothing newton; method; newton method ... See more keywords
On the convergence analysis of arc search interior point methods for LCPs
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DOI: 10.1007/s13370-019-00697-w
Abstract: Following the central-path, as a guide line to optimal solution of mathematical problems, is one of the main difficulty of interior-point methods in practice. These iterative methods, follow the central path step by step to… read more here.
Keywords: point methods; point; central path; interior point ... See more keywords
A Modified and Simplified Full Nesterov–Todd Step $$\mathcal {O}(N)$$O(N) Infeasible Interior-Point Method for Second-Order Cone Optimization
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DOI: 10.1007/s40305-017-0168-0
Abstract: We present a modified and simplified version of an infeasible interior-point method for second-order cone optimization published in 2013 (Zangiabadi et al. in J Optim Theory Appl, 2013). In the earlier version, each iteration consisted of… read more here.
Keywords: interior point; step; infeasible interior; point method ... See more keywords