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arXiv · 1509.02585

An interior point method for nonlinear optimization with a quasi-tangential subproblem

Songqiang Qiu·Zhongwen Chen
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Abstract

In this paper, we proposed an interior point method for constrained optimization, which is characterized by the using of quasi-tangential subproblem. This algorithm follows the main ideas of primal dual interior point methods and Byrd-Omojokun's step decomposition strategy. The quasi-tangential subproblem is obtained by penalizing the null space constraint in the tangential subproblem. The resulted quasi-tangential step is not strictly lying in the null space of the gradients of constraints. We also use a line search trust-funnel-like strategy, instead of penalty function or filter technology, to globalize the method. Global convergence results were obtained under standard assumptions.

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Songqiang Qiu, Zhongwen Chen. 2015-09-09. An interior point method for nonlinear optimization with a quasi-tangential subproblem. https://arxiv.org/abs/1509.02585

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