Publication:
Combining search directions using gradient flows

Thumbnail Image
Identifiers
URI: https://hdl.handle.net/10016/14909
ISSN: 0025-5610
DOI: 10.1007/s10107-002-0367-1
Files
combining_prieto_MP_2003_ps.pdf (171.34 KB)
Publication date
2003-06
Defense date
Authors
Advisors
Tutors
Journal Title
Journal ISSN
Volume Title
Publisher
Springer
Impact
Google Scholar
Export
Research Projects
Organizational Units
Journal Issue
Abstract
The efficient combination of directions is a significant problem in line search methods that either use negative curvature, or wish to include additional information such as the gradient or different approximations to the Newton direction. In this paper we describe a new procedure to combine several of these directions within an interior-point primal-dual algorithm. Basically, we combine in an efficient manner a modified Newton direction with the gradient of a merit function and a direction of negative curvature, if it exists.We also show that the procedure is well-defined, and it has reasonable theoretical properties regarding the rate of convergence of the method. We also present numerical results from an implementation of the proposed algorithm on a set of small test problems from the CUTE collection.
Description
The original publication is available at www.springerlink.com
Keywords
Negative curvature, Primal-dual methods, Interior-point methods, Nonconvex optimization, Line searches
Bibliographic citation
Mathematical Programming A, 2003, v. 96, n. 3, p. 529-559
Collections
DES - Artículos de Revistas