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Primal Interior Point Method for Minimization of Generalized Minimax Functions

SYSNO ASEP	0347293
Druh ASEP	J - Článek v odborném periodiku
Zařazení RIV	J - Článek v odborném periodiku
Poddruh J	Článek ve WOS
Název	Primal Interior Point Method for Minimization of Generalized Minimax Functions
Tvůrce(i)	Lukšan, Ladislav (UIVT-O)_{SAI, RID} Matonoha, Ctirad (UIVT-O)_{RID, SAI} Vlček, Jan (UIVT-O)_{SAI, RID, ORCID}
Zdroj.dok.	Kybernetika. - : Ústav teorie informace a automatizace AV ČR, v. v. i. - ISSN 0023-5954 Roč. 46, č. 4 (2010), s. 697-721
Poč.str.	25 s.
Jazyk dok.	eng - angličtina
Země vyd.	CZ - Česká republika
Klíč. slova	unconstrained optimization ; large-scale optimization ; nonsmooth optimization ; generalized minimax optimization ; interior-point methods ; modified Newton methods ; variable metric methods ; global convergence ; computational experiments
Vědní obor RIV	BA - Obecná matematika
CEP	GA201/09/1957 GA ČR - Grantová agentura ČR
CEZ	AV0Z10300504 - UIVT-O (2005-2011)
UT WOS	000284562000008
EID SCOPUS	79951615907
Anotace	In this paper, we propose a primal interior-point method for large sparse generalized minimax optimization. After a short introduction, where the problem is stated, we introduce the basic equations of the Newton method applied to the KKT conditions and propose a primal interior-point method. Next we describe the basic algorithm and give more details concerning its implementation covering numerical differentiation, variable metric updates, and a barrier parameter decrease. Using standard weak assumptions, we prove that this algorithm is globally convergent if a bounded barrier is used. Then, using stronger assumptions, we prove that it is globally convergent also for the logarithmic barrier. Finally, we present results of computational experiments confirming the efficiency of the primal interior point method for special cases of generalized minimax problems.
Pracoviště	Ústav informatiky
Kontakt	Tereza Šírová, sirova@cs.cas.cz, Tel.: 266 053 800
Rok sběru	2011

Počet záznamů: 1