In this paper, we propose a primal-dual interior point method for solving general constrained nonlinear programming problems. To avoid the situation that the algorithm we use may converge to a saddle point or a local ...In this paper, we propose a primal-dual interior point method for solving general constrained nonlinear programming problems. To avoid the situation that the algorithm we use may converge to a saddle point or a local maximum, we utilize a merit function to guide the iterates toward a local minimum. Especially, we add the parameter ε to the Newton system when calculating the decrease directions. The global convergence is achieved by the decrease of a merit function. Furthermore, the numerical results confirm that the algorithm can solve this kind of problems in an efficient way.展开更多
In this paper,we introduce for the first time a new eligible kernel function with a hyperbolic barrier term for semidefinite programming(SDP).This add a new type of functions to the class of eligible kernel functions....In this paper,we introduce for the first time a new eligible kernel function with a hyperbolic barrier term for semidefinite programming(SDP).This add a new type of functions to the class of eligible kernel functions.We prove that the interior-point algorithm based on the new kernel function meets O(n3/4 logε)iterations as the worst case complexity bound for the large-update method.This coincides with the complexity bound obtained by the first kernel function with a trigonometric barrier term proposed by El Ghami et al.in2012,and improves with a factor n(1/4)the obtained iteration bound based on the classic kernel function.We present some numerical simulations which show the effectiveness of the algorithm developed in this paper.展开更多
A primal-dual infeasible interior point algorithm for multiple objective linear programming(MOLP)problems was presented.In contrast to the current MOLP algorithm.moving through the interior of polytope but not confini...A primal-dual infeasible interior point algorithm for multiple objective linear programming(MOLP)problems was presented.In contrast to the current MOLP algorithm.moving through the interior of polytope but not confining the iterates within the feasible region in our proposed algorithm result in a solution approach that is quite different and less sensitive to problem size,so providing the potential to dramatically improve the practical computation effectiveness.展开更多
A globally convergent infeasible-interior-point predictor-corrector algorithm is presented for the second-order cone programming (SOCP) by using the Alizadeh- Haeberly-Overton (AHO) search direction. This algorith...A globally convergent infeasible-interior-point predictor-corrector algorithm is presented for the second-order cone programming (SOCP) by using the Alizadeh- Haeberly-Overton (AHO) search direction. This algorithm does not require the feasibility of the initial points and iteration points. Under suitable assumptions, it is shown that the algorithm can find an -approximate solution of an SOCP in at most O(√n ln(ε0/ε)) iterations. The iteration-complexity bound of our algorithm is almost the same as the best known bound of feasible interior point algorithms for the SOCP.展开更多
In this paper,we propose a new primal-dual algorithmic framework for a class of convex-concave saddle point problems frequently arising from image processing and machine learning.Our algorithmic framework updates the ...In this paper,we propose a new primal-dual algorithmic framework for a class of convex-concave saddle point problems frequently arising from image processing and machine learning.Our algorithmic framework updates the primal variable between the twice calculations of the dual variable,thereby appearing a symmetric iterative scheme,which is accordingly called the symmetric primal-dual algorithm(SPIDA).It is noteworthy that the subproblems of our SPIDA are equipped with Bregman proximal regularization terms,which make SPIDA versatile in the sense that it enjoys an algorithmic framework to understand the iterative schemes of some existing algorithms,such as the classical augmented Lagrangian method(ALM),linearized ALM,and Jacobian splitting algorithms for linearly constrained optimization problems.Besides,our algorithmic framework allows us to derive some customized versions so that SPIDA works as efficiently as possible for structured optimization problems.Theoretically,under some mild conditions,we prove the global convergence of SPIDA and estimate the linear convergence rate under a generalized error bound condition defined by Bregman distance.Finally,a series of numerical experiments on the basis pursuit,robust principal component analysis,and image restoration demonstrate that our SPIDA works well on synthetic and real-world datasets.展开更多
Active set method and gradient projection method are curre nt ly the main approaches for linearly constrained convex programming.Interior-po int method is one of the most effective choices for linear programming.In th...Active set method and gradient projection method are curre nt ly the main approaches for linearly constrained convex programming.Interior-po int method is one of the most effective choices for linear programming.In the p aper a predictor-corrector interior-point algorithm for linearly constrained c onvex programming under the predictor-corrector motivation was proposed.In eac h iteration,the algorithm first performs a predictor-step to reduce the dualit y gap and then a corrector-step to keep the points close to the central traject ory.Computations in the algorithm only require that the initial iterate be nonn egative while feasibility or strict feasibility is not required.It is proved th at the algorithm is equivalent to a level-1 perturbed composite Newton method.Numerical experiments on twenty-six standard test problems are made.The result s show that the proposed algorithm is stable and robust.展开更多
A new iterative method,which is called positive interior-point algorithm,is presented for solving the nonlinear complementarity problems.This method is of the desirable feature of robustness.And the convergence theore...A new iterative method,which is called positive interior-point algorithm,is presented for solving the nonlinear complementarity problems.This method is of the desirable feature of robustness.And the convergence theorems of the algorithm is established.In addition,some numerical results are reported.展开更多
In this paper, we propose an arc-search interior-point algorithm for convex quadratic programming with a wide neighborhood of the central path, which searches the optimizers along the ellipses that approximate the ent...In this paper, we propose an arc-search interior-point algorithm for convex quadratic programming with a wide neighborhood of the central path, which searches the optimizers along the ellipses that approximate the entire central path. The favorable polynomial complexity bound of the algorithm is obtained, namely O(nlog(( x^0)~TS^0/ε)) which is as good as the linear programming analogue. Finally, the numerical experiments show that the proposed algorithm is efficient.展开更多
In this paper, we design a primal-dual interior-point algorithm for linear optimization. Search directions and proximity function are proposed based on a new kernel function which includes neither growth term nor barr...In this paper, we design a primal-dual interior-point algorithm for linear optimization. Search directions and proximity function are proposed based on a new kernel function which includes neither growth term nor barrier term. Iteration bounds both for large-and small-update methods are derived, namely, O(nlog(n/c)) and O(√nlog(n/ε)). This new kernel function has simple algebraic expression and the proximity function has not been used before. Analogous to the classical logarithmic kernel function, our complexity analysis is easier than the other pri- mal-dual interior-point methods based on logarithmic barrier functions and recent kernel functions.展开更多
In this paper, an Improved Affine-Scaling Interior Point Algorithm for Linear Programming has been proposed. Computational results of selected practical problems affirming the proposed algorithm have been provided. Th...In this paper, an Improved Affine-Scaling Interior Point Algorithm for Linear Programming has been proposed. Computational results of selected practical problems affirming the proposed algorithm have been provided. The proposed algorithm is accurate, faster and therefore reduces the number of iterations required to obtain an optimal solution of a given Linear Programming problem as compared to the already existing Affine-Scaling Interior Point Algorithm. The algorithm can be very useful for development of faster software packages for solving linear programming problems using the interior-point methods.展开更多
Mehrotra's recent suggestion of a predictor corrector variant of primal dual interior point method for linear programming is currently the interior point method of choice for linear programming. In this work the a...Mehrotra's recent suggestion of a predictor corrector variant of primal dual interior point method for linear programming is currently the interior point method of choice for linear programming. In this work the authors give a predictor corrector interior point algorithm for monotone variational inequality problems. The algorithm was proved to be equivalent to a level 1 perturbed composite Newton method. Computations in the algorithm do not require the initial iteration to be feasible. Numerical results of experiments are presented.展开更多
Optimal adjustment algorithm for p coordinates is a generalization of the optimal pair adjustment algorithm for linear programming, which in turn is based on von Neumann’s algorithm. Its main advantages are simplicit...Optimal adjustment algorithm for p coordinates is a generalization of the optimal pair adjustment algorithm for linear programming, which in turn is based on von Neumann’s algorithm. Its main advantages are simplicity and quick progress in the early iterations. In this work, to accelerate the convergence of the interior point method, few iterations of this generalized algorithm are applied to the Mehrotra’s heuristic, which determines the starting point for the interior point method in the PCx software. Computational experiments in a set of linear programming problems have shown that this approach reduces the total number of iterations and the running time for many of them, including large-scale ones.展开更多
We have proposed a primal-dual fixed point algorithm (PDFP) for solving minimiza- tion of the sum of three convex separable functions, which involves a smooth function with Lipschitz continuous gradient, a linear co...We have proposed a primal-dual fixed point algorithm (PDFP) for solving minimiza- tion of the sum of three convex separable functions, which involves a smooth function with Lipschitz continuous gradient, a linear composite nonsmooth function, and a nonsmooth function. Compared with similar works, the parameters in PDFP are easier to choose and are allowed in a relatively larger range. We will extend PDFP to solve two kinds of separable multi-block minimization problems, arising in signal processing and imaging science. This work shows the flexibility of applying PDFP algorithm to multi-block prob- lems and illustrates how practical and fully splitting schemes can be derived, especially for parallel implementation of large scale problems. The connections and comparisons to the alternating direction method of multiplier (ADMM) are also present. We demonstrate how different algorithms can be obtained by splitting the problems in different ways through the classic example of sparsity regularized least square model with constraint. In particular, for a class of linearly constrained problems, which are of great interest in the context of multi-block ADMM, can be also solved by PDFP with a guarantee of convergence. Finally, some experiments are provided to illustrate the performance of several schemes derived by the PDFP algorithm.展开更多
We design a grey wolf optimizer hybridized with an interior point algorithm to correct a faulty antenna array. If a single sensor fails, the radiation power pattern of the entire array is disturbed in terms of sidelob...We design a grey wolf optimizer hybridized with an interior point algorithm to correct a faulty antenna array. If a single sensor fails, the radiation power pattern of the entire array is disturbed in terms of sidelobe level(SLL) and null depth level(NDL), and nulls are damaged and shifted from their original locations. All these issues can be solved by designing a new fitness function to reduce the error between the preferred and expected radiation power patterns and the null limitations. The hybrid algorithm has been designed to control the array's faulty radiation power pattern. Antenna arrays composed of 21 sensors are used in an example simulation scenario. The MATLAB simulation results confirm the good performance of the proposed method, compared with the existing methods in terms of SLL and NDL.展开更多
In this paper, we establish a theoretical framework of path-following interior point al- gorithms for the linear complementarity problems over symmetric cones (SCLCP) with the Cartesian P*(κ)-property, a weaker condi...In this paper, we establish a theoretical framework of path-following interior point al- gorithms for the linear complementarity problems over symmetric cones (SCLCP) with the Cartesian P*(κ)-property, a weaker condition than the monotonicity. Based on the Nesterov-Todd, xy and yx directions employed as commutative search directions for semidefinite programming, we extend the variants of the short-, semilong-, and long-step path-following algorithms for symmetric conic linear programming proposed by Schmieta and Alizadeh to the Cartesian P*(κ)-SCLCP, and particularly show the global convergence and the iteration complexities of the proposed algorithms.展开更多
摘要In this paper, we propose a primal-dual interior point method for solving general constrained nonlinear programming problems. To avoid the situation that the algorithm we use may converge to a saddle point or a local maximum, we utilize a merit function to guide the iterates toward a local minimum. Especially, we add the parameter ε to the Newton system when calculating the decrease directions. The global convergence is achieved by the decrease of a merit function. Furthermore, the numerical results confirm that the algorithm can solve this kind of problems in an efficient way.
摘要In this paper,we introduce for the first time a new eligible kernel function with a hyperbolic barrier term for semidefinite programming(SDP).This add a new type of functions to the class of eligible kernel functions.We prove that the interior-point algorithm based on the new kernel function meets O(n3/4 logε)iterations as the worst case complexity bound for the large-update method.This coincides with the complexity bound obtained by the first kernel function with a trigonometric barrier term proposed by El Ghami et al.in2012,and improves with a factor n(1/4)the obtained iteration bound based on the classic kernel function.We present some numerical simulations which show the effectiveness of the algorithm developed in this paper.
基金Supported by the Doctoral Educational Foundation of China of the Ministry of Education(20020486035)
摘要A primal-dual infeasible interior point algorithm for multiple objective linear programming(MOLP)problems was presented.In contrast to the current MOLP algorithm.moving through the interior of polytope but not confining the iterates within the feasible region in our proposed algorithm result in a solution approach that is quite different and less sensitive to problem size,so providing the potential to dramatically improve the practical computation effectiveness.
基金the National Science Foundation(60574075, 60674108)
摘要A globally convergent infeasible-interior-point predictor-corrector algorithm is presented for the second-order cone programming (SOCP) by using the Alizadeh- Haeberly-Overton (AHO) search direction. This algorithm does not require the feasibility of the initial points and iteration points. Under suitable assumptions, it is shown that the algorithm can find an -approximate solution of an SOCP in at most O(√n ln(ε0/ε)) iterations. The iteration-complexity bound of our algorithm is almost the same as the best known bound of feasible interior point algorithms for the SOCP.
基金supported in part by the National Natural Science Foundation of China(Grant Nos.12371303,11901294)by the Zhejiang Provincial Natural Science Foundation of China(Grant No.LZ24A010001)by the Ningbo Natural Science Foundation(Grant No.2023J014).
摘要In this paper,we propose a new primal-dual algorithmic framework for a class of convex-concave saddle point problems frequently arising from image processing and machine learning.Our algorithmic framework updates the primal variable between the twice calculations of the dual variable,thereby appearing a symmetric iterative scheme,which is accordingly called the symmetric primal-dual algorithm(SPIDA).It is noteworthy that the subproblems of our SPIDA are equipped with Bregman proximal regularization terms,which make SPIDA versatile in the sense that it enjoys an algorithmic framework to understand the iterative schemes of some existing algorithms,such as the classical augmented Lagrangian method(ALM),linearized ALM,and Jacobian splitting algorithms for linearly constrained optimization problems.Besides,our algorithmic framework allows us to derive some customized versions so that SPIDA works as efficiently as possible for structured optimization problems.Theoretically,under some mild conditions,we prove the global convergence of SPIDA and estimate the linear convergence rate under a generalized error bound condition defined by Bregman distance.Finally,a series of numerical experiments on the basis pursuit,robust principal component analysis,and image restoration demonstrate that our SPIDA works well on synthetic and real-world datasets.
基金The National Natural Science Foundation of China(No.69974043)
摘要Active set method and gradient projection method are curre nt ly the main approaches for linearly constrained convex programming.Interior-po int method is one of the most effective choices for linear programming.In the p aper a predictor-corrector interior-point algorithm for linearly constrained c onvex programming under the predictor-corrector motivation was proposed.In eac h iteration,the algorithm first performs a predictor-step to reduce the dualit y gap and then a corrector-step to keep the points close to the central traject ory.Computations in the algorithm only require that the initial iterate be nonn egative while feasibility or strict feasibility is not required.It is proved th at the algorithm is equivalent to a level-1 perturbed composite Newton method.Numerical experiments on twenty-six standard test problems are made.The result s show that the proposed algorithm is stable and robust.
摘要A new iterative method,which is called positive interior-point algorithm,is presented for solving the nonlinear complementarity problems.This method is of the desirable feature of robustness.And the convergence theorems of the algorithm is established.In addition,some numerical results are reported.
基金Supported by the National Natural Science Foundation of China(71471102)
摘要In this paper, we propose an arc-search interior-point algorithm for convex quadratic programming with a wide neighborhood of the central path, which searches the optimizers along the ellipses that approximate the entire central path. The favorable polynomial complexity bound of the algorithm is obtained, namely O(nlog(( x^0)~TS^0/ε)) which is as good as the linear programming analogue. Finally, the numerical experiments show that the proposed algorithm is efficient.
基金Supported by the Natural Science Foundation of Hubei Province (2008CDZD47)
摘要In this paper, we design a primal-dual interior-point algorithm for linear optimization. Search directions and proximity function are proposed based on a new kernel function which includes neither growth term nor barrier term. Iteration bounds both for large-and small-update methods are derived, namely, O(nlog(n/c)) and O(√nlog(n/ε)). This new kernel function has simple algebraic expression and the proximity function has not been used before. Analogous to the classical logarithmic kernel function, our complexity analysis is easier than the other pri- mal-dual interior-point methods based on logarithmic barrier functions and recent kernel functions.
摘要In this paper, an Improved Affine-Scaling Interior Point Algorithm for Linear Programming has been proposed. Computational results of selected practical problems affirming the proposed algorithm have been provided. The proposed algorithm is accurate, faster and therefore reduces the number of iterations required to obtain an optimal solution of a given Linear Programming problem as compared to the already existing Affine-Scaling Interior Point Algorithm. The algorithm can be very useful for development of faster software packages for solving linear programming problems using the interior-point methods.
摘要Mehrotra's recent suggestion of a predictor corrector variant of primal dual interior point method for linear programming is currently the interior point method of choice for linear programming. In this work the authors give a predictor corrector interior point algorithm for monotone variational inequality problems. The algorithm was proved to be equivalent to a level 1 perturbed composite Newton method. Computations in the algorithm do not require the initial iteration to be feasible. Numerical results of experiments are presented.
摘要Optimal adjustment algorithm for p coordinates is a generalization of the optimal pair adjustment algorithm for linear programming, which in turn is based on von Neumann’s algorithm. Its main advantages are simplicity and quick progress in the early iterations. In this work, to accelerate the convergence of the interior point method, few iterations of this generalized algorithm are applied to the Mehrotra’s heuristic, which determines the starting point for the interior point method in the PCx software. Computational experiments in a set of linear programming problems have shown that this approach reduces the total number of iterations and the running time for many of them, including large-scale ones.
摘要We have proposed a primal-dual fixed point algorithm (PDFP) for solving minimiza- tion of the sum of three convex separable functions, which involves a smooth function with Lipschitz continuous gradient, a linear composite nonsmooth function, and a nonsmooth function. Compared with similar works, the parameters in PDFP are easier to choose and are allowed in a relatively larger range. We will extend PDFP to solve two kinds of separable multi-block minimization problems, arising in signal processing and imaging science. This work shows the flexibility of applying PDFP algorithm to multi-block prob- lems and illustrates how practical and fully splitting schemes can be derived, especially for parallel implementation of large scale problems. The connections and comparisons to the alternating direction method of multiplier (ADMM) are also present. We demonstrate how different algorithms can be obtained by splitting the problems in different ways through the classic example of sparsity regularized least square model with constraint. In particular, for a class of linearly constrained problems, which are of great interest in the context of multi-block ADMM, can be also solved by PDFP with a guarantee of convergence. Finally, some experiments are provided to illustrate the performance of several schemes derived by the PDFP algorithm.
基金supported by the Ministry of Higher Education(MOHE)the Research Management Centre(RMC)+2 种基金the School of Postgraduate Studies(SPS)the Communication Engineering Department,the Faculty of Electrical Engineering(FKE)Universiti T¨ekùnolóogi Malaysia(UTM)Johor Bahru(Nos.12H09 and 03E20tan)
摘要We design a grey wolf optimizer hybridized with an interior point algorithm to correct a faulty antenna array. If a single sensor fails, the radiation power pattern of the entire array is disturbed in terms of sidelobe level(SLL) and null depth level(NDL), and nulls are damaged and shifted from their original locations. All these issues can be solved by designing a new fitness function to reduce the error between the preferred and expected radiation power patterns and the null limitations. The hybrid algorithm has been designed to control the array's faulty radiation power pattern. Antenna arrays composed of 21 sensors are used in an example simulation scenario. The MATLAB simulation results confirm the good performance of the proposed method, compared with the existing methods in terms of SLL and NDL.
基金supported by National Natural Science Foundation of China (Grant Nos. 10671010, 70841008)
摘要In this paper, we establish a theoretical framework of path-following interior point al- gorithms for the linear complementarity problems over symmetric cones (SCLCP) with the Cartesian P*(κ)-property, a weaker condition than the monotonicity. Based on the Nesterov-Todd, xy and yx directions employed as commutative search directions for semidefinite programming, we extend the variants of the short-, semilong-, and long-step path-following algorithms for symmetric conic linear programming proposed by Schmieta and Alizadeh to the Cartesian P*(κ)-SCLCP, and particularly show the global convergence and the iteration complexities of the proposed algorithms.