An interior-point method for nonlinear optimization problems with locatable and separable nonsmoothness

Many real-world optimization models comprise nonconvex and nonsmooth functions leading to very hard classes of optimization models. In this article, a new interior-point method for the special, but practically relevant class of optimization problems with locatable and separable nonsmooth aspects is...

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Auteur principal:	Martin Schmidt
Format:	article
Langue:	EN
Publié:	Elsevier 2015
Sujets:	90C30 90C51 90C90 90C35 90C56 90B10 Applied mathematics. Quantitative methods T57-57.97 Electronic computers. Computer science QA75.5-76.95
Accès en ligne:	https://doaj.org/article/785d771eaa8a4122ab0d0d8943d3a2b5
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spelling	oai:doaj.org-article:785d771eaa8a4122ab0d0d8943d3a2b52021-12-02T05:00:46ZAn interior-point method for nonlinear optimization problems with locatable and separable nonsmoothness2192-440610.1007/s13675-015-0039-6https://doaj.org/article/785d771eaa8a4122ab0d0d8943d3a2b52015-11-01T00:00:00Zhttp://www.sciencedirect.com/science/article/pii/S2192440621000496https://doaj.org/toc/2192-4406Many real-world optimization models comprise nonconvex and nonsmooth functions leading to very hard classes of optimization models. In this article, a new interior-point method for the special, but practically relevant class of optimization problems with locatable and separable nonsmooth aspects is presented. After motivating and formalizing the problems under consideration, modifications and extensions to a standard interior-point method for nonlinear programming are investigated to solve the introduced problem class. First theoretical results are given and a numerical study is presented that shows the applicability of the new method for real-world instances from gas network optimization.Martin SchmidtElsevierarticle90C3090C5190C9090C3590C5690B10Applied mathematics. Quantitative methodsT57-57.97Electronic computers. Computer scienceQA75.5-76.95ENEURO Journal on Computational Optimization, Vol 3, Iss 4, Pp 309-348 (2015)
institution	DOAJ
collection	DOAJ
language	EN
topic	90C30 90C51 90C90 90C35 90C56 90B10 Applied mathematics. Quantitative methods T57-57.97 Electronic computers. Computer science QA75.5-76.95
spellingShingle	90C30 90C51 90C90 90C35 90C56 90B10 Applied mathematics. Quantitative methods T57-57.97 Electronic computers. Computer science QA75.5-76.95 Martin Schmidt An interior-point method for nonlinear optimization problems with locatable and separable nonsmoothness
description	Many real-world optimization models comprise nonconvex and nonsmooth functions leading to very hard classes of optimization models. In this article, a new interior-point method for the special, but practically relevant class of optimization problems with locatable and separable nonsmooth aspects is presented. After motivating and formalizing the problems under consideration, modifications and extensions to a standard interior-point method for nonlinear programming are investigated to solve the introduced problem class. First theoretical results are given and a numerical study is presented that shows the applicability of the new method for real-world instances from gas network optimization.
format	article
author	Martin Schmidt
author_facet	Martin Schmidt
author_sort	Martin Schmidt
title	An interior-point method for nonlinear optimization problems with locatable and separable nonsmoothness
title_short	An interior-point method for nonlinear optimization problems with locatable and separable nonsmoothness
title_full	An interior-point method for nonlinear optimization problems with locatable and separable nonsmoothness
title_fullStr	An interior-point method for nonlinear optimization problems with locatable and separable nonsmoothness
title_full_unstemmed	An interior-point method for nonlinear optimization problems with locatable and separable nonsmoothness
title_sort	interior-point method for nonlinear optimization problems with locatable and separable nonsmoothness
publisher	Elsevier
publishDate	2015
url	https://doaj.org/article/785d771eaa8a4122ab0d0d8943d3a2b5
work_keys_str_mv	AT martinschmidt aninteriorpointmethodfornonlinearoptimizationproblemswithlocatableandseparablenonsmoothness AT martinschmidt interiorpointmethodfornonlinearoptimizationproblemswithlocatableandseparablenonsmoothness
_version_	1718400836761026560

An interior-point method for nonlinear optimization problems with locatable and separable nonsmoothness

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