Barrier NLP methods with structured regularization for optimization of degenerate optimization problems

Kexin Wang, Zhijiang Shao, Yidong Lang, Jixin Qian, Lorenz T. Biegler

Abstract: Highlights•We propose structured regularization to improve performance of barrier NLP solvers.•We implicitly detect and handle dependent constraints in KKT systems.•This strategy leads to more accurate Newton directions and faster convergence.•Barrier solver IPOPT with this strategy shows significantly better performance.•We discussed structured Hessian regularization in the form of null space method.