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In this paper we present a novel numerical method for computing local minimizers of twice smooth differentiable non-linear programming (NLP) problems. So far all algorithms for NLP are based on either of the following three principles:…
Interior Point Methods (IPM) rely on the Newton method for solving systems of nonlinear equations. Solving the linear systems which arise from this approach is the most computationally expensive task of an interior point iteration. If, due…
In this paper we consider the minimization of a continuous function that is potentially not differentiable or not twice differentiable on the boundary of the feasible region. By exploiting an interior point technique, we present first- and…
Many recent studies on first-order methods (FOMs) focus on \emph{composite non-convex non-smooth} optimization with linear and/or nonlinear function constraints. Upper (or worst-case) complexity bounds have been established for these…
Solving constrained nonlinear programs (NLPs) is of great importance in various domains such as power systems, robotics, and wireless communication networks. One widely used approach for addressing NLPs is the interior point method (IPM).…
Interior-point methods offer a highly versatile framework for convex optimization that is effective in theory and practice. A key notion in their theory is that of a self-concordant barrier. We give a suitable generalization of…
We study first-order methods (FOMs) for solving \emph{composite nonconvex nonsmooth} optimization with linear constraints. Recently, the lower complexity bounds of FOMs on finding an ($\varepsilon,\varepsilon$)-KKT point of the considered…
We prove that the classic logarithmic barrier problem is equivalent to a particular logarithmic barrier positive relaxation problem with barrier and scaling parameters. Based on the equivalence, a line-search primal-dual interior-point…
In this paper we consider constrained optimization problems where both the objective and constraint functions are of the black-box type. Furthermore, we assume that the nonlinear inequality constraints are non-relaxable, i.e. their values…
This paper deals with Interior Point Methods (IPMs) for Optimal Control Problems (OCPs) with pure state and mixed constraints. This paper establishes a complete proof of convergence of IPMs for a general class of OCPs. Convergence results…
We design and analyze primal-dual, feasible interior-point algorithms (IPAs) employing full Newton steps to solve convex optimization problems in standard conic form. Unlike most nonsymmetric cone programming methods, the algorithms…
Solving optimization problems is the key to decision making in many real-life analytics applications. However, the coefficients of the optimization problems are often uncertain and dependent on external factors, such as future demand or…
We propose a primal-dual interior-point method (IPM) with convergence to second-order stationary points (SOSPs) of nonlinear semidefinite optimization problems, abbreviated as NSDPs. As far as we know, the current algorithms for NSDPs only…
A stochastic-gradient-based interior-point algorithm for minimizing a continuously differentiable objective function (that may be nonconvex) subject to bound constraints is presented, analyzed, and demonstrated through experimental results.…
The emergence of huge-scale, data-intensive linear optimization (LO) problems in applications such as machine learning has driven the need for more computationally efficient interior point methods (IPMs). While conventional IPMs are…
We present a short step interior point method for solving a class of nonlinear programming problems with quadratic objective function. Convex quadratic programming problems can be reformulated as problems in this class. The method is shown…
Linear programming (LP) is an extremely useful tool and has been successfully applied to solve various problems in a wide range of areas, including operations research, engineering, economics, or even more abstract mathematical areas such…
The growing demand for solving large-scale, data-intensive linear and conic optimization problems, particularly in applications such as artificial intelligence and machine learning, has highlighted the limitations of classical interior…
This paper proposes a learning-based approach to accelerate the interior-point method (IPM) for solving optimal power flow (OPF) problems by learning the structure of the IPM central path from its early stable iterations. Unlike traditional…
Primal-dual interior-point methods solve constrained convex optimization problems to tight tolerances with speed and robustness. Their solutions are also efficiently differentiable with respect to the problem data through the implicit…