A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm
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Publication:1650852
DOI10.1007/S00186-017-0625-XzbMATH Open1394.49025OpenAlexW2778996617MaRDI QIDQ1650852FDOQ1650852
Authors: Renke Kuhlmann, Christof Büskens 
Publication date: 13 July 2018
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00186-017-0625-x
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nonlinear programmingconstrained optimizationaugmented Lagrangianprimal-dual methodpenalty-interior-point algorithm
Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Interior-point methods (90C51) Numerical methods based on nonlinear programming (49M37) Newton-type methods (49M15) Numerical methods involving duality (49M29) Numerical methods based on necessary conditions (49M05)
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Cited In (8)
- A penalty-interior-point algorithm for nonlinear constrained optimization
- A globally convergent regularized interior point method for constrained optimization
- A discrete dynamics approach to sparse calculation and applied in ontology science
- A penalty-free primal-dual interior-point algorithm and its global convergence
- A Newton-CG based barrier-augmented Lagrangian method for general nonconvex conic optimization
- Learning to steer nonlinear interior-point methods
- An Affine Scaling Interior Point Filter Line-Search Algorithm for Linear Inequality Constrained Minimization
- WORHP: development and applications of the ESA NLP SOLVER
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