A globally and superlinearly convergent primal-dual interior point trust region method for large scale constrained optimization

DOI10.1007/s10107-004-0508-9zbMath1062.90036OpenAlexW1989239234MaRDI QIDQ1769069

Takahito Tanabe, Hiroshi Yamashita, Hiroshi Yabe

Publication date: 17 March 2005

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

Full work available at URL: https://doi.org/10.1007/s10107-004-0508-9

zbMATH Keywords

global convergenceSQP methodprimal-dual interior point methodlarge scale nonlinearly constrained optimization

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Interior-point methods (90C51) Methods of successive quadratic programming type (90C55)

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Uses Software

• LANCELOT
• CUTEr
• TRICE
• CUTE

Cites Work

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