Paper Info
Title
A primal-dual modified log-barrier method for inequality constrained nonlinear optimization.
Abstract
We present a primal-dual modified log-barrier algorithm to solve inequality constrained nonlinear optimization problems. Basically, the algorithm is a Newton-like method applied to a perturbation of the optimality system that follows from a reformulation of the initial problem by introducing a modified log-barrier function to handle inequality constraints. The algorithm uses an outer/inner iteration scheme and the globalization is performed in the primal-dual space by means of a new primal-dual merit function. The robustness and efficiency of the algorithm is improved using quadratic extrapolation. The numerical performance of the new method is illustrated by comparing it with a primal-dual classical log-barrier method and two well-established interior-point solvers on two sets of problems from COPS and Hock-Schittkowski collections, including a set of problems that exhibits degeneracy.
Year
DOI
Venue
2020
10.1007/s11590-020-01567-2
OPTIMIZATION LETTERS
Keywords
DocType
Volume
Nonlinear programming,Inequality constrained optimization,Modified log-barrier method,Primal-dual method,Numerical tests
Journal
14.0
Issue
ISSN
Citations 
8.0
1862-4472
0
PageRank 
References 
Authors
0.34
0
2
Name
Order
Citations
PageRank
Joshua D. Griffin11009.38
Riadh Omheni200.34