2 papers
math.OC2025
On the asymptotic behavior of a higher-order extrapolation primal-dual interior-point method for nonlinear programming
Pim Heeman, Anders Forsgren
A trajectory-following primal--dual interior-point method solves nonlinear optimization problems with inequality and equality constraints by approximately finding points satisfying…
math.OC2024
Finite Newton-Step Generation via Subspace Quasi-Newton Methods for Quadratic Problems
Aban Ansari-Önnestam, Anders Forsgren
We study the curvature information sufficient for finite Newton-step generation by quasi-Newton methods on strictly convex quadratic problems. In exact arithmetic, the memoryless B…