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Interior point methods are among the most popular techniques for large scale nonlinear optimization, owing to their intrinsic ability of scaling to arbitrary large problem sizes. Their efficiency has attracted in recent years a lot of…
The interior-point method (IPM) has become the workhorse method for nonlinear programming. The performance of IPM is directly related to the linear solver employed to factorize the Karush--Kuhn--Tucker (KKT) system at each iteration of the…
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…
This note discusses an essentially decentralized interior point method, which is well suited for optimization problems arising in energy networks. Advantages of the proposed method are guaranteed and fast local convergence also for problems…
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 generalize the Interior Point-Proximal Method of Multipliers (IP-PMM) presented in [An Interior Point-Proximal Method of Multipliers for Convex Quadratic Programming, Computational Optimization and Applications, 78,…
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…
Alternating current optimal power flow (ACOPF) problems are nonconvex and nonlinear optimization problems. Utilities and independent service operators (ISO) require ACOPF to be solved in almost real time. Interior point methods (IPMs) are…
Regularization and interior point approaches offer valuable perspectives to address constrained nonlinear optimization problems in view of control applications. This paper discusses the interactions between these techniques and proposes an…
Large-scale optimization problems that seek sparse solutions have become ubiquitous. They are routinely solved with various specialized first-order methods. Although such methods are often fast, they usually struggle with not-so-well…
This paper introduces a framework for solving alternating current optimal power flow (ACOPF) problems using graphics processing units (GPUs). While GPUs have demonstrated remarkable performance in various computing domains, their…
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).…
In this paper we combine an infeasible Interior Point Method (IPM) with the Proximal Method of Multipliers (PMM). The resulting algorithm (IP-PMM) is interpreted as a primal-dual regularized IPM, suitable for solving linearly constrained…
We propose a new framework to implement interior point method (IPM) to solve very large linear programs (LP). Traditional IPMs typically use Newton's method to approximately solve a subproblem that aims to minimize a log-barrier penalty…
Interior point methods (IPMs) are a common approach for solving linear programs (LPs) with strong theoretical guarantees and solid empirical performance. The time complexity of these methods is dominated by the cost of solving a linear…
Linear programming (LP) is an extremely useful tool which 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…
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…
Quantum relative entropy optimization refers to a class of convex problems in which a linear functional is minimized over an affine section of the epigraph of the quantum relative entropy function. Recently, the self-concordance of a…
We study two fundamental optimization problems: (1) scaling a symmetric positive definite matrix by a positive diagonal matrix so that the resulting matrix has row and column sums equal to 1; and (2) minimizing a quadratic function subject…