Exterior-Point Algorithms for Solving Large-Scale Nonlinear Optimization Problems
Date
2014-05
Authors
Bloom, Veronica
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Abstract
Although many efficient solvers exist for solving nonlinear optimization problems, there is none that performs well on all problems or outperforms all methods. Therefore, developing new methods for solving optimization problems continues to be important. Exterior-point methods (EPMs) for solving nonlinear optimization problems have promising convergence properties established by theoretical analysis, but no numerically efficient implementation of exterior-point methods exists.
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Keywords
Applied mathematics, Mathematics, Computer science, Exterior-point method, Nonlinear optimization, Nonlinear rescaled augmented Lagrangian, Primal-dual methods, Support vector machine