Barrier NLP methods with structured regularization for optimization of degenerate optimization problems
Computers & Chemical Engineering(2013)
摘要
•We propose structured regularization to improve performance of barrier NLP solvers.•We implicitly detect and handle dependent constraints in KKT systems.•This strategy leads to more accurate Newton directions and faster convergence.•Barrier solver IPOPT with this strategy shows significantly better performance.•We discussed structured Hessian regularization in the form of null space method.
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关键词
Barrier NLP methods,Dependent constraints,KKT regularization,Newton's method
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