Monday, May 10

MS4
Primal-Dual Methods for Nonconvex Nonlinear Programming

10:45 AM-12:45 PM
Room: Atlanta 3

Primal-dual interior methods are typically derived from either properties of the logarithmic barrier function or perturbed complementarity. Beyond these common foundations, recently proposed primal-dual approaches to nonconvex nonlinear programming differ from one another in almost every aspect. This session provides a broad view of current research in primal-dual techniques by describing the motivation and implementation of four promising methods. Some of the issues to be discussed are the form of the Newton equations, convergence properties, initialization and adjustment of the barrier parameter, incorporation of equality constraints, estimation of Lagrange multipliers, treatment of indefiniteness, and strategies for infeasible starting points.

Organizers: Philip E. Gill
University of California, San Diego
Margaret H. Wright
Bell Laboratories, Lucent Technologies

10:45-11:10 Global and Local Convergence of a Primal-Dual Barrier Algorithm for Nonlinear Optimization

Andrew R. Conn, IBM T. J. Watson Research Center; Nicholas I. M. Gould, Rutherford Appleton Laboratory, Oxfordshire, United Kingdom; and Dominique Orban, CERFACS, Toulouse Cedex, France

11:15-11:40 Primal-Dual Algorithms for Nonlinear Programming

Anders Forsgren, Royal Institute of Technology, Stockholm, Sweden; and Philip E. Gill, Organizer

11:45-12:10 An Interior-Point Algorithm for Nonconvex Nonlinear Programming

David Shanno, Rutgers University; and Robert J. Vanderbei, Princeton University

12:15-12:40 Primal-Dual Methods: Theory and Practice

Margaret H. Wright, Organizer

OP99 Home

Program

Program Updates

Speaker Index

Hotel

Transportation

Registration

MMD, 3/26/99