全部 标题 作者
关键词 摘要

OALib Journal期刊
ISSN: 2333-9721
费用:99美元

查看量下载量

相关文章

更多...

A Modified Primal-Dual Interior Point Method for Solving Convex Quadratic Optimization Problems

DOI: 10.4236/ojop.2026.151001, PP. 1-21

Keywords: Convex Quadratic Programming, Interior-Point Methods, Central Path, Lagrangian Function, Numerical Optimization

Full-Text   Cite this paper   Add to My Lib

Abstract:

This study presents a modified primal-dual interior point method (MPD-IPM) for solving convex quadratic optimization problems. The modification is performed through linearization of the central path and the introduction of an improved initialization strategy derived from the derivative structure of the Lagrangian function, unlike the classical approach, whose iterates follow a nonlinear trajectory. The proposed formulation generates linearized subsidiary constraint equations that reduce curvature effects during path-following. Numerical experiments conducted on benchmark and hypothetically generated problems demonstrate improved iteration counts, enhanced convergence reliability, and reduced computational time, particularly for large-scale instances.

References

[1]  Plaxco, J., Valdes, A. and Stojko, W. (2014) Interior-Point Method for LP-Optimization. CHE 345 Springs.
[2]  Gill, P.E., Kungurtsev, V. and Robinson, D.P. (2016) A Stabilized SQP Method: Global Convergence. IMA Journal of Numerical Analysis, 37, 407-443.
https://doi.org/10.1093/imanum/drw004
[3]  Han, Z. (2015) Primal-Dual Active-Set Methods for Convex Quadratic Optimization with Applications. Ph.D. Thesis, Lehigh University.
[4]  Shustrova, A. (2015) Primal-Dual Interior Methods for Quadratic Programming. Ph.D. Thesis, University of California.
[5]  Abdullahi, U.A., Suleiman, A. and Suleiman, A. (2017) Comparative Analysis of Simplex Method and the Family of Interior Point Method. IOSR Journal of Mathematics, 13, 11-15.
[6]  Boyd, S. and Vandenberghe, L. (2004) Convex Optimization. Cambridge University Press.
[7]  Yan, Y. (2014) Active-Set Prediction in Quadratic Programming using Interior Point Methods and Controlled Perturbations. arXiv: 1409.5891.
[8]  Pólik, I. and Terlaky, T. (2010) Interior Point Methods for Nonlinear Optimization. In: Di Pillo, G. and Schoen, F., Eds., Nonlinear Optimization, Springer, 215-276.
https://doi.org/10.1007/978-3-642-11339-0_4
[9]  Friedlander, M.P. and Orban, D. (2012) A Primal-Dual Regularized Interior-Point Method for Convex Quadratic Programs. Mathematical Programming Computation, 4, 71-107.
https://doi.org/10.1007/s12532-012-0035-2
[10]  Qian, X., Liao, L., Sun, J. and Zhu, H. (2018) The Convergent Generalized Central Paths for Linearly Constrained Convex Programming. SIAM Journal on Optimization, 28, 1183-1204.
https://doi.org/10.1137/16m1104172
[11]  Gondzio, J. (2019) Interior Point Methods for Large Scale Optimization. In: Book of Abstracts, 11.
[12]  Pougkakiotis, S. and Gondzio, J. (2020) An Interior Point-Proximal Method of Multipliers for Convex Quadratic Programming. Computational Optimization and Applications, 78, 307-351.
https://doi.org/10.1007/s10589-020-00240-9
[13]  Gondzio, J. (2013) Convergence Analysis of an Inexact Feasible Interior Point Method for Convex Quadratic Programming. SIAM Journal on Optimization, 23, 1510-1527.
https://doi.org/10.1137/120886017
[14]  Twum, B., Christian, J.S. and John, A.E. (2024) A Modified Lagrange Method for Solving Convex Quadratic Optimization Problems. Open Journal of Optimization, 13, 1-20.
[15]  Jian, J., Zeng, H., Ma, G. and Zhu, Z. (2017) Primal-Dual Interior Point QP-Free Algorithm for Nonlinear Constrained Optimization. Journal of Inequalities and Applications, 2017, Article No. 239.
https://doi.org/10.1186/s13660-017-1500-2

Full-Text

Contact Us

service@oalib.com

QQ:3279437679

WhatsApp +8615387084133