An interior-point method for nonlinear optimization problems with locatable and separable nonsmoothness

Abstract

Many real-world optimization models comprise nonconvex and nonsmooth functions leading to very hard classes of optimization models. In this article, a new interior-point method for the special, but practically relevant class of optimization problems with locatable and separable nonsmooth aspects is presented. After motivating and formalizing the problems under consideration, modifications and extensions to a standard interior-point method for nonlinear programming are investigated to solve the introduced problem class. First theoretical results are given and a numerical study is presented that shows the applicability of the new method for real-world instances from gas network optimization.

Keywords

• 90C30
• 90C51
• 90C90
• 90C35
• 90C56
• 90B10