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)

Related Items (only showing first 100 items - show all)

Fairing of discrete planar curves to integrable discrete analogue of Euler’s elasticae ⋮ Two-Scale Elastic Shape Optimization for Additive Manufacturing ⋮ On multivariate randomized classification trees: \(l_0\)-based sparsity, VC dimension and decomposition methods ⋮ A filter sequential adaptive cubic regularization algorithm for nonlinear constrained optimization ⋮ Pareto front approximation through a multi-objective augmented Lagrangian method ⋮ Robot Dance: a mathematical optimization platform for intervention against COVID-19 in a complex network ⋮ Direct multiple shooting and direct collocation perform similarly in biomechanical predictive simulations ⋮ Fitting Matérn smoothness parameters using automatic differentiation ⋮ Multiple oracle algorithm to solve continuous games ⋮ Design of optimal truss components for fabrication via multi-axis additive manufacturing ⋮ A two-stage trajectory prediction algorithm for mobile robots combining the Bayesian and the DMOC frameworks ⋮ Path-dependent controller and estimator synthesis with robustness to delayed and missing data ⋮ Branch-and-bound performance estimation programming: a unified methodology for constructing optimal optimization methods ⋮ Small polygons with large area ⋮ Secant-inexact projection algorithms for solving a new class of constrained mixed generalized equations problems ⋮ On the identification of Lamé parameters in linear isotropic elasticity via a weighted self-guided TV-regularization method ⋮ A new relaxation method for optimal control of semilinear elliptic variational inequalities obstacle problems ⋮ Topology optimization applied to the design of Tesla-type turbine devices ⋮ Correspondence between Electrostatics and Contact Mechanics with Further Results in Equilibrium Charge Distributions ⋮ Douglas–Rachford algorithm for control-constrained minimum-energy control problems ⋮ Robust model predictive control for continuous nonlinear systems with the quasi-infinite adaptive horizon algorithm ⋮ Robust tube-based NMPC for dynamic systems with discrete degrees of freedom ⋮ Economic model predictive control with terminal set dynamic programming for tracking control ⋮ A model predictive control approach to optimally devise a two‐dose vaccination rollout: A case study on COVID‐19 in Italy ⋮ Stochastic Convergence Rates and Applications of Adaptive Quadrature in Bayesian Inference ⋮ Optimal vaccination strategies for a heterogeneous population using multiple objectives: the case of \(L_1\)- and \(L_2\)-formulations ⋮ Bang-bang optimal controls for a mathematical model of chemo- and immunotherapy in cancer ⋮ Efficiency of higher-order algorithms for minimizing composite functions ⋮ Optimal control of a global model of climate change with adaptation and mitigation ⋮ Space splitting convexification: a local solution method for nonconvex optimal control problems ⋮ A column generation algorithm for solving energy system planning problems ⋮ Derivative-free mixed binary necklace optimization for cyclic-symmetry optimal design problems ⋮ An optimisation based algorithm for finding the nucleation temperature of cosmological phase transitions ⋮ Proportional packing of circles in a circular container ⋮ Sparse dimension reduction based on energy and ball statistics ⋮ Bounds and convex heuristics for bi-objective optimal experiment design in water networks ⋮ Risk-allocation-based index tracking ⋮ Robust adaptive MPC using control contraction metrics ⋮ Mixed-integer nonlinear and continuous optimization formulations for aircraft conflict avoidance via heading and speed deviations ⋮ Topology optimization of composite hyperelastic material using SPIMFO-method ⋮ General convex relaxations of implicit functions and inverse functions ⋮ Using general triangle inequalities within quadratic convex reformulation method ⋮ Effective algorithms for optimal portfolio deleveraging problem with cross impact ⋮ A generalization of the Riccati recursion for equality‐constrained linear quadratic optimal control ⋮ Optimization over the Pareto front of nonconvex multi-objective optimal control problems ⋮ A Decomposition Algorithm for Two-Stage Stochastic Programs with Nonconvex Recourse Functions ⋮ A model‐and data‐driven predictive control approach for tracking of stochastic nonlinear systems using Gaussian processes ⋮ Pointwise error estimates of numerical solutions to linear quadratic optimal control problems ⋮ Optimal Control Duality and the Douglas–Rachford Algorithm ⋮ Digital model of natural cores using geometric design ⋮ An overview of nonlinear optimization ⋮ Many-stage optimal stabilized Runge-Kutta methods for hyperbolic partial differential equations ⋮ Hierarchical distributed optimization of constraint-coupled convex and mixed-integer programs using approximations of the dual function ⋮ Trajectory planning and tracking for four-wheel steering vehicle based on differential flatness and active disturbance rejection controller ⋮ Modeling the Movement of Heterogenous Flows of People as a Geometric Design Problem ⋮ Game formulations for structural optimization under uncertainty ⋮ On enhanced KKT optimality conditions for smooth nonlinear optimization ⋮ A projected-search interior-point method for nonlinearly constrained optimization ⋮ Optimal control of bistable traveling waves: looking for the best spatial distribution of a killing action to block a pest invasion ⋮ An adaptive approach for the segmentation and the TV-filtering in the optic flow estimation ⋮ Dualization and discretization of linear-quadratic control problems with bang-bang solutions ⋮ Quasi-phi-functions and optimal packing of ellipses ⋮ An inertia-free filter line-search algorithm for large-scale nonlinear programming ⋮ Global optimization with spline constraints: a new branch-and-bound method based on B-splines ⋮ Linear and parabolic relaxations for quadratic constraints ⋮ A primal algorithm for the weighted minimum covering ball problem in \(\mathbb {R}^n\) ⋮ State-defect constraint pairing graph coarsening method for Karush-Kuhn-Tucker matrices arising in orthogonal collocation methods for optimal control ⋮ Generalized stabilizing conditions for model predictive control ⋮ Solving disjunctive optimization problems by generalized semi-infinite optimization techniques ⋮ A stabilized filter SQP algorithm for nonlinear programming ⋮ Modeling close packing of 3D objects ⋮ Planar tilting maneuver of a spacecraft: singular arcs in the minimum time problem and chattering ⋮ Dynamics and optimal control of chemotherapy for low grade gliomas: insights from a mathematical model ⋮ Global optimization using \(q\)-gradients ⋮ An optimal control approach to ciliary locomotion ⋮ A 3D optimal control problem related to the urban heat islands ⋮ Packing unequal spheres into various containers ⋮ On application of optimal control to SEIR normalized models: pros and cons ⋮ Local controllability and optimal control for a model of combined anticancer therapy with control delays ⋮ Optimal control of a tuberculosis model with state and control delays ⋮ Comments on direct transcription solution of DAE constrained optimal control problems with two discretization approaches ⋮ Combining Lagrangian decomposition and excessive gap smoothing technique for solving large-scale separable convex optimization problems ⋮ State-estimation-based economic model predictive control of nonlinear systems ⋮ Stability of multiobjective predictive control: A utopia-tracking approach ⋮ Robust delay-constrained routing in telecommunications ⋮ GLOMIQO: global mixed-integer quadratic optimizer ⋮ A restoration-free filter SQP algorithm for equality constrained optimization ⋮ A line search filter secant method for nonlinear equality constrained optimization ⋮ An optimal control model of oil discovery and extraction ⋮ Initialization of the shooting method via the Hamilton-Jacobi-Bellman approach ⋮ A robust optimization approach to experimental design for model discrimination of dynamical systems ⋮ Risk averse elastic shape optimization with parametrized fine scale geometry ⋮ Theory and applications of optimal control problems with multiple time-delays ⋮ Computation of bang-bang and singular controls in collision avoidance ⋮ On an optimal control problem in laser cutting with mixed finite-/infinite-dimensional constraints ⋮ Inexact restoration and adaptive mesh refinement for optimal control ⋮ Multimodal image registration by elastic matching of edge sketches via optimal control ⋮ Material interpolation schemes for unified topology and multi-material optimization ⋮ A tri-dimensional filter SQP algorithm for variational inequality problems ⋮ Approximating optimal controls for networks when there are combinations of population-level and targeted measures available: chlamydia infection as a case-study

Uses Software

• CUTEr
• SifDec
• ipfilter
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• An interior-point algorithm for nonconvex nonlinear programming
• Failure of global convergence for a class of interior point methods for nonlinear programming
• A primal-dual trust-region algorithm for non-convex nonlinear programming
• A globally and superlinearly convergent primal-dual interior point trust region method for large scale constrained optimization
• Interior-point methods for nonconvex nonlinear programming: Filter methods and merit functions
• A globally convergent primal-dual interior-point filter method for nonlinear programming
• On the formulation and theory of the Newton interior-point method for nonlinear programming
• An interior algorithm for nonlinear optimization that combines line search and trust region steps
• Superlinear Convergence of Primal-Dual Interior Point Algorithms for Nonlinear Programming
• The watchdog technique for forcing convergence in algorithms for constrained optimization
• Numerical Optimization
• A Primal-Dual Interior-Point Method for Nonlinear Programming with Strong Global and Local Convergence Properties
• Trust Region Methods
• An Interior Point Algorithm for Large-Scale Nonlinear Programming
• On the Global Convergence of a Filter--SQP Algorithm
• Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
• Interior Methods for Nonlinear Optimization
• A globally convergent primal-dual interior point method for constrained optimization
• Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
• 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.

This page was built for publication: On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming