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Higher-order interior point methods for convex nonlinear programming

delete2024-01-01
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PRE
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T
T.A. Espaas *
V
Vassilios S. Vassiliadis
DOI:10.1016/j.compchemeng.2023.108475delete
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Abstract

Abstract

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.
Keywords:
Interior point methods
Higher-order search directions
Convex programming
Nonlinear programming

Journal

C
Computers and Chemical Engineering
IF:
3.9
Papers:
8.1K
Citations:
1.7W

Organization

U
University of Cambridge
Scholars:
7.7W
Papers: 7.1W
Citations: 13.7W
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