We present a primal-dual interior-point algorithm with a filter line-search method for nonlinear programming. Local and global convergence properties of this method were analyzed in previous work. Here we provide a comprehensive description of the algorithm, including the feasibility restoration phase for the filter method, second-order corrections, and inertia correction of the KKT matrix. Heuristics are also considered that allow faster performance. This method has been implemented in the IPOPT code, which we demonstrate in a detailed numerical study based on 954 problems from the CUTEr test set. An evaluation is made of several line-search options, and a comparison is provided with two state-of-the-art interior-point codes for nonlinear programming.

This paper describes Knitro 5.0, a C-package for nonlinear optimization that combines complementary approaches to nonlinear optimization to achieve robust performance over a wide range of application requirements. The package is designed for solving large-scale, smooth nonlinear programming problems, and it is also effective for the following special cases: unconstrained optimization, nonlinear systems of equations, least squares, and linear and quadratic programming. Various algorithmic options are available, including two interior methods and an active-set method. The package provides crossover techniques between algorithmic options as well as automatic selection of options and settings. 1

Abstract. Based on work originating in the early 1970s, a number of recent global optimization algorithms have relied on replacing an original nonconvex nonlinear program by convex or linear relaxations. Such linear relaxations can be generated automatically through an automatic differentiation process. This process decomposes the objective and constraints (if any) into convex and nonconvex unary and binary operations. The convex operations can be approximated arbitrarily well by appending additional constraints, while the domain must somehow be subdivided (in an overall branch-and-bound process or in some other local process) to handle nonconvex constraints. In general, a problem can be hard if even a single nonconvex term appears. However, certain nonconvex terms lead to easier-to-solve problems than others. Recently, Neumaier, Lebbah, Michel, ourselves, and others have paved the way to utilizing such techniques in a validated context. In this paper, we present a symbolic preprocessing step that provides a measure of the intrinsic difficulty of a problem. Based on this step, one of two methods can be chosen to relax nonconvex terms. This preprocessing step is similar to a method previously proposed by Epperly and Pistikopoulos [J. Global Optim., 11 (1997), pp. 287–311] for determining subspaces in which to branch, but we present it from a different point of view that is amenable to simplification of the problem presented to the linear programming solver, and within a validated context. Besides an illustrative example, we have implemented general relaxations in a validated context, as well as the preprocessing technique, and we present experiments on a standard test set. Finally, we present conclusions.

This paper reviews, extends and analyzes a new class of penalty methods for nonlinear optimization. These methods adjust the penalty parameter dynamically; by controlling the degree of linear feasibility achieved at every iteration, they promote balanced progress toward optimality and feasibility. In contrast with classical approaches, the choice of the penalty parameter ceases to be a heuristic and is determined, instead, by a subproblem with clearly defined objectives. The new penalty update strategy is presented in the context of sequential quadratic programming (SQP) and sequential linear-quadratic programming (SLQP) methods that use trust regions to promote convergence. The paper concludes with a discussion of penalty parameters for merit functions used in line search methods.

This paper reviews the development of exact penalty methods for nonlinear optimization and discusses their increasingly important role in optimization algorithms and software. In their most recent stage of development, penalty methods adjust the penalty parameter dynamically. By controlling the degree of linear feasibility achieved at every iteration, these methods balance progress toward optimality and feasibility. The choice of the penalty parameter thus ceases to be a heuristic and is determined, instead, by a subproblem with clearly defined objectives. The new penalty update strategy is presented in the context of sequential linear-quadratic penalty methods, and is then extended to sequential quadratic programming. The paper concludes with a discussion of penalty parameters for merit functions used in line search methods.

Circuit tuning is an important task in the design of custom digital integrated circuits such as high-performance microprocessors. The goal is to improve certain aspects of the circuit, such as speed, area, or power, by optimally choosing the sizes of the transistors. This task can be formulated as a large-scale nonlinear, nonconvex optimization problem, where function values and derivatives are obtained by simulation of individual gates. This application o#ers an excellent example of a nonlinear optimization problem, for which it is very desirable to increase the size of the problems that can be solved in a reasonable amount of time. In this paper we describe the mathematical formulation of this problem and the implementation of a circuit tuning tool. We demonstrate how the integration of a novel state-of-the-art interior point algorithm for nonlinear programming led to considerable improvement in e#- ciency and robustness. Particularly, as will be demonstrated with numerical results, the new approach has great potential for parallel and distributed computing.

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Abstract. Let M be a compact connected oriented n−1 dimensional manifold without boundary. In this work, shape space is the orbifold of unparametrized immersions from M to Rn. The results of [1], where mean curvature weighted metrics were studied, suggest to incorporate Gauß curvature weights in the definition of the metric. This leads us to study metrics on shape space that are induced by metrics on the space of immersions of the form Gf (h, k) = Φ.¯g(h, k) vol(f

VALIDATED GLOBAL OPTIMIZATION COMPARISONS 2 1 Introduction 1.1 The General Global Optimization Problem Our general global optimization problem can be stated as

We reect on the current state of active-set and interior-point methods for convex and non-convex constrained optimization. We voice some concerns about current SQP methods.