[Home]
[
News]
[ Events]
[ People]
[ Research]
[ Education]
[Visitor Info]
[UCSD Only]
[Admin]
A Shifted Primal-Dual Trust-Region Interior-Point Algorithm
Alex Guldemond
UCSD
Abstract:
Interior-point methods are some of the most effective and widely used methods to finding local minimizers of large-scale non-convex optimization problems. In this talk, we introduce three different mechanisms for ensuring global convergence to second-order local minimizers from arbitrary feasible starting points by solving a sequence of trust-region subproblems defined by quadratic models of a shifted primal-dual penalty-barrier merit function. Each of these methods begins by solving the trust-region subproblem to form a new trial point, and proceeds to refine the trial iterate until a sufficient-decrease condition is met. We suggest two different definitions of the trust region, and provide numerical results comparing each of the different approaches.
Tuesday, March 8, 2022
11:00AM Zoom ID 922 9012 0877
News]
[ Events]
[ People]
[ Research]
[ Education]
[Visitor Info]
[UCSD Only]
[Admin]
Directors:
Randolph E. Bank
Philip E. Gill
Michael Holst
Administrative Contact:
[ Click to Send Email ]
Randolph E. Bank
Philip E. Gill
Michael Holst
Administrative Contact:
[ Click to Send Email ]
Alex Guldemond
UCSD
Abstract:
Interior-point methods are some of the most effective and widely used methods to finding local minimizers of large-scale non-convex optimization problems. In this talk, we introduce three different mechanisms for ensuring global convergence to second-order local minimizers from arbitrary feasible starting points by solving a sequence of trust-region subproblems defined by quadratic models of a shifted primal-dual penalty-barrier merit function. Each of these methods begins by solving the trust-region subproblem to form a new trial point, and proceeds to refine the trial iterate until a sufficient-decrease condition is met. We suggest two different definitions of the trust region, and provide numerical results comparing each of the different approaches.
Tuesday, March 8, 2022
11:00AM Zoom ID 922 9012 0877