On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming

DOI10.1007/s10107-004-0559-yzbMath1134.90542OpenAlexW2123871098WikidataQ56221738 ScholiaQ56221738MaRDI QIDQ2490321

Andreas Wächter, Lorenz T. Biegler

Publication date: 2 May 2006

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-004-0559-y

zbMATH Keywords

Nonlinear programmingNonconvex constrained optimizationLine searchInterior-point methodBarrier methodFilter method

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Interior-point methods (90C51)

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Uses Software

• HSL
• KNITRO
• LANCELOT
• SNOPT
• CUTEr
• SifDec
• ipfilter

Cites Work

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• Unnamed Item
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• CUTEr and SifDec
• A trust region method based on interior point techniques for nonlinear programming.
• Benchmarking optimization software with performance profiles.
• Nonlinear programming without a penalty function.

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