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Primal Interior-Point Method for Large Sparse Minimax Optimization

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, ORCID}
Source Title	Kybernetika. - : Ústav teorie informace a automatizace AV ČR, v. v. i. - ISSN 0023-5954 Roč. 45, č. 5 (2009), s. 841-864
Number 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

Number of the records: 1