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Primal Interior-Point Method for Large Sparse Minimax Optimization
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SYSNO ASEP 0333899 Document Type J - Journal Article R&D Document Type Journal Article Subsidiary J Článek ve WOS Title Primal Interior-Point Method for Large Sparse Minimax Optimization Title Primární metoda vnitřních bodů pro rozsáhlé řídké úlohy minimaxové optimalizace Author(s) Lukšan, Ladislav (UIVT-O) SAI, RID
Matonoha, Ctirad (UIVT-O) RID, SAI
Vlček, Jan (UIVT-O) SAI, RID, ORCIDSource Title Kybernetika. - : Ústav teorie informace a automatizace AV ČR, v. v. i. - ISSN 0023-5954
Roč. 45, č. 5 (2009), s. 841-864Number of pages 24 s. Language eng - English Country CZ - Czech Republic Keywords unconstrained optimization ; large-scale optimization ; minimax optimization ; nonsmooth optimization ; interior-point methods ; modified Newton methods ; variable metric methods ; computational experiments Subject RIV BA - General Mathematics R&D Projects IAA1030405 GA AV ČR - Academy of Sciences of the Czech Republic (AV ČR) GP201/06/P397 GA ČR - Czech Science Foundation (CSF) CEZ AV0Z10300504 - UIVT-O (2005-2011) UT WOS 000273488700011 EID SCOPUS 79951617100 Annotation In this paper, we propose a primal interior-point method for large sparse minimax optimization. After a short introduction, the complete algorithm is introduced and important implementation details are given. We prove that this algorithm is globally convergent under standard mild assumptions. Thus the large sparse nonconvex minimax optimization problems can be solved successfully. The results of extensive computational experiments given in this paper confirm efficiency and robustness of the proposed method. Workplace Institute of Computer Science Contact Tereza Šírová, sirova@cs.cas.cz, Tel.: 266 053 800 Year of Publishing 2010
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