Interior-point methods for nonconvex nonlinear programming: Orderings and higher-order methods

David F. Shanno, Robert J. Vanderbei

Research output: Contribution to journalArticle

58 Scopus citations

Abstract

The paper extends prior work by the authors on LOQO, an interior point algorithm for nonconvex nonlinear programming. The specific topics covered include primal versus dual orderings and higher order methods, which attempt to use each factorization of the Hessian matrix more than once to improve computational efficiency. Results show that unlike linear and convex quadratic programming, higher order corrections to the central trajectory are not useful for nonconvex nonlinear programming, but that a variant of Mehrotra's predictor-corrector algorithm can definitely improve performance.

Original languageEnglish (US)
Pages (from-to)303-316
Number of pages14
JournalMathematical Programming, Series B
Volume87
Issue number2
DOIs
StatePublished - Apr 2000

All Science Journal Classification (ASJC) codes

  • Software
  • Mathematics(all)

Keywords

  • Interior-point methods
  • Matrix ordering
  • Nonconvex optimization
  • Nonlinear programming
  • Predictor-corrector

Fingerprint Dive into the research topics of 'Interior-point methods for nonconvex nonlinear programming: Orderings and higher-order methods'. Together they form a unique fingerprint.

  • Cite this