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Higher-order interior point methods for convex nonlinear programming
DOI:10.1016/j.compchemeng.2023.108475.png)
摘要
En 中文
This paper extends the concept of higher-order search directions within interior point methods to convex nonlinear programming. This includes the mathematical framework needed to compute the higher-order derivatives. The paper also highlights some special cases where the computation of these higher-order derivatives is simplified and a dimensional lifting procedure for transforming a large number of general nonlinear problems into one of these more efficient forms. The paper further describes the algorithmic development required to employ these higher-order search directions in a practical algorithm. Computational results are presented for a large number of test problems, highlighting higher-order methods' strong potential for decreasing iteration count and their case-by-case potential for decreasing CPU time.
Keyword:
Interior point methods
Higher-order search directions
Convex programming
Nonlinear programming
期刊
C
IF:
3.9
论文数:
8.1K
被引数:
1.7W
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