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[00091] An infeasible interior-point arc-search algorithm for nonlinear constrained optimization

  • Session Time & Room : 5D (Aug.25, 15:30-17:10) @F312
  • Type : Contributed Talk
  • Abstract : Most algorithms based on interior-point methods are categorized as line search since they compute a search direction on a straight line. In this talk, we propose an interior-point method for nonlinear programming problems that computes the search direction along with an ellipsoidal arc. We discuss the convergence of the proposed method, and numerical experiments indicate it can solve the CUTEst benchmark problems in fewer iterations. A modified method can further reduce the computation time.
  • Classification : 49M37, 65K05, 90C30, 90C51
  • Format : Talk at Waseda University
  • Author(s) :
    • Einosuke Iida (Tokyo Institute of Technology)
    • Makoto Yamashita (Tokyo Institute of Technology)
    • Yaguang Yang (US NRC)