An interior algorithm for nonlinear optimization that combines line search and trust region steps

DOI10.1007/S10107-004-0560-5zbMath1134.90053OpenAlexW2035072927WikidataQ56221739 ScholiaQ56221739MaRDI QIDQ2492700

Dominique Orban, Richard A. Waltz, Nocedal, Jorge, José Luis Morales

Publication date: 14 June 2006

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

Full work available at URL: https://doi.org/10.1007/s10107-004-0560-5

Mathematics Subject Classification ID

Nonlinear programming (90C30) Interior-point methods (90C51) Methods of successive quadratic programming type (90C55)

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Uses Software

• CUTEr
• SifDec
• Ipopt
• CUTE
• Unnamed Item
• Unnamed Item
• Unnamed Item

Cites Work

• Unnamed Item
• Unnamed Item
• An interior-point algorithm for nonconvex nonlinear programming
• On the convergence of Newton iterations to non-stationary points
• On the formulation and theory of the Newton interior-point method for nonlinear programming
• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• An analysis of reduced Hessian methods for constrained optimization
• Superlinear Convergence of Primal-Dual Interior Point Algorithms for Nonlinear Programming
• The Conjugate Gradient Method and Trust Regions in Large Scale Optimization
• Primal-Dual Interior Methods for Nonconvex Nonlinear Programming
• Numerical Optimization
• Numerical Stability and Efficiency of Penalty Algorithms
• CUTE
• 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
• GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization
• CUTEr and SifDec
• Direct Methods for Solving Symmetric Indefinite Systems of Linear Equations
• Benchmarking optimization software with performance profiles.
• Nonlinear programming without a penalty function.

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