A penalty-interior-point algorithm for nonlinear constrained optimization

DOI10.1007/S12532-012-0041-4zbMath1269.49045OpenAlexW2085400344MaRDI QIDQ2392661

Frank E. Curtis

Publication date: 2 August 2013

Published in: Mathematical Programming Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12532-012-0041-4

zbMATH Keywords

constrained optimizationlarge-scale optimizationnonlinear optimizationnonconvex optimizationinterior-point methodspenalty methodspenalty-interior-point methods

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical methods involving duality (49M29) Numerical optimization and variational techniques (65K10) Numerical methods based on necessary conditions (49M05) Newton-type methods (49M15) Numerical methods based on nonlinear programming (49M37) Interior-point methods (90C51) Direct numerical methods for linear systems and matrix inversion (65F05) Numerical methods of relaxation type (49M20)

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Uses Software

• AMPL
• CUTEr
• SifDec
• Ipopt
• CUTE

Cites Work

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• CUTE
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