An inexact interior-point method for system analysis

An inexact interior-point method for system analysis

(Rece;"cd 00 Monlh 20Ox; final ...,rsiaH recei"ed 00 Monlh £OOX) In this paper a primal-dual interior-point algorithm for semidefinite programming that can be used for analrzing e.g_ polytopic linear difleTential indusions is tailored in order to be more computationally efficient. The key to th" speedup is to allow for inexact ..,,,rch directions in the inteciOT_point algorithm. Th.,..., are ob...

Global convergence of an inexact interior-point method for convex quadratic‎ ‎symmetric cone programming‎

‎In this paper‎, ‎we propose a feasible interior-point method for‎ ‎convex quadratic programming over symmetric cones‎. ‎The proposed algorithm relaxes the‎ ‎accuracy requirements in the solution of the Newton equation system‎, ‎by using an inexact Newton direction‎. ‎Furthermore‎, ‎we obtain an‎ ‎acceptable level of error in the inexact algorithm on convex‎ ‎quadratic symmetric cone programmin...

Parallel Inexact Newton and Interior Point Method

In this paper we present the results obtained in the solution of sparse and large systems of non-linear equations by inexact Newton methods combined with an block iterative row-projection linear solver of Cimmino-type. Moreover, we propose a suitable partitioning of the Jacobian matrix A. In view of the sparsity, we obtain a mutually orthogonal row-partition of A that allows a simple solution o...

Inexact Interior-Point Method for PDE-Constrained Nonlinear Optimization

Convergence Analysis of an Inexact Infeasible Interior Point Method for Semidefinite Programming

In this paper we present an extension to SDP of the well known infeasible Interior Point method for linear programming of Kojima, Megiddo and Mizuno (A primal-dual infeasibleinterior-point algorithm for Linear Programming, Math. Progr., 1993). The extension developed here allows the use of inexact search directions; i.e., the linear systems defining the search directions can be solved with an a...