Primal Interior Point Method For Minimization Of Generalized Minimax Functions

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dc.contributor.authorLukšan, Ladislav
dc.contributor.authorMatonoha, Ctirad
dc.contributor.authorVlček, Jan
dc.date.accessioned2016-07-08
dc.date.available2016-07-08
dc.date.issued2010
dc.description.abstractIn 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.en
dc.formattext
dc.identifier.issn0023-5954
dc.identifier.scopus2-s2.0-79951615907
dc.identifier.urihttps://dspace.tul.cz/handle/15240/16577
dc.language.isoen
dc.publisherKybernetika
dc.relation.ispartofKybernetika
dc.sourcej-scopus
dc.sourcej-wok
dc.subjectunconstrained optimizationen
dc.subjectlarge-scale optimizationen
dc.subjectnonsmooth optimizationen
dc.subjectgeneralized minimax optimizationen
dc.subjectinterior-point methodsen
dc.subjectmodified Newton methodsen
dc.subjectvariable metric methodsen
dc.subjectglobal convergenceen
dc.subjectcomputational experimentsen
dc.titlePrimal Interior Point Method For Minimization Of Generalized Minimax Functionsen
dc.typearticle
local.accessopen access
local.citation.epage721
local.citation.spage697
local.departmentInstitute of Novel Technologies and Applied Informatics
local.facultyFaculty of Mechatronics
local.fulltextyes
local.identifier.pubmedCzech Science Foundation [201/09/1957]; institutional research plan [AV0Z10300504]
local.identifier.wok284489300017
local.notenefunguje RIV
local.relation.issue4
local.relation.volume46
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