An interior-point algorithm for large scale optimization

DOI10.1007/978-3-642-55508-4_11MaRDI QIDQ4654839zbMATH OpenFDO

Authors J. T. Betts, Samuel K. Eldersveld, Paul D. Frank, John Lewis

Publication date 10 March 2005

Published in Lecture Notes in Computational Science and Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-55508-4_11

zbMATH Keywords

finite differencesheat equationhigh index partial differential-algebraic equationinterior-point algorithmlarge scale nonlinear programmingmethod of linesnonlinear filternumerical examplesoptimal controlRow and column scaling

Mathematics Subject Classification ID

Existence theories for optimal control problems involving partial differential equations (49J20) Discrete approximations in optimal control (49M25) Numerical mathematical programming methods (65K05) Numerical optimization and variational techniques (65K10) Nonlinear programming (90C30) Interior-point methods (90C51)

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Cited in

(12)

• Performance analysis of linear and nonlinear techniques for automatic scaling of discretized control problems
• A note on the implementation of an interior-point algorithm for nonlinear optimization with inexact step computations
• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• Inner solvers for interior point methods for large scale nonlinear programming
• Matching-based preprocessing algorithms to the solution of saddle-point problems in large-scale nonconvex interior-point optimization
• Multilevel algorithms for large-scale interior point methods
• An Interior Point Algorithm for Large-Scale Nonlinear Programming
• scientific article; zbMATH DE number 874641 (Why is no real title available?)
• An interior-point algorithm for large-scale nonlinear optimization with inexact step computations
• Interior point methods for large-scale nonlinear programming
• Parallel Processing and Applied Mathematics
• Asymptotic expansions for interior penalty solutions of control constrained linear-quadratic problems

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