An interior point method for nonlinear programming with infeasibility detection capabilities
From MaRDI portal
Publication:2926056
DOI10.1080/10556788.2013.858156zbMath1306.90152OpenAlexW2061646356MaRDI QIDQ2926056
Nocedal, Jorge, Figen Oztoprak, Richard A. Waltz
Publication date: 29 October 2014
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2013.858156
Related Items
On the augmented subproblems within sequential methods for nonlinear programming, An augmented Lagrangian method for equality constrained optimization with rapid infeasibility detection capabilities, An interior point method for nonlinear optimization with a quasi-tangential subproblem, Rapid infeasibility detection in a mixed logarithmic barrier-augmented Lagrangian method for nonlinear optimization, An infeasibility certificate for nonlinear programming based on Pareto criticality condition, A globally convergent primal-dual interior-point relaxation method for nonlinear programs, A primal-dual interior-point method capable of rapidly detecting infeasibility for nonlinear programs, A primal-dual interior-point relaxation method with global and rapidly local convergence for nonlinear programs, A novel augmented Lagrangian method of multipliers for optimization with general inequality constraints
Uses Software
Cites Work
- An algorithmic framework for convex mixed integer nonlinear programs
- An interior-point algorithm for nonconvex nonlinear programming
- On the global convergence of an SLP-filter algorithm that takes EQP steps
- A robust sequential quadratic programming method
- A numerical study of limited memory BFGS methods
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- An interior algorithm for nonlinear optimization that combines line search and trust region steps
- Analysis of Inexact Trust-Region SQP Algorithms
- A Second Derivative SQP Method: Global Convergence
- A Second Derivative SQP Method: Local Convergence and Practical Issues
- Infeasibility Detection and SQP Methods for Nonlinear Optimization
- Steering exact penalty methods for nonlinear programming
- A projected Lagrangian algorithm and its implementation for sparse nonlinear constraints
- Numerical Optimization
- Trust Region Methods
- An Interior Point Algorithm for Large-Scale Nonlinear Programming
- SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
- A globally convergent primal-dual interior point method for constrained optimization
- CUTEr and SifDec
- Benchmarking optimization software with performance profiles.
- Nonlinear programming without a penalty function.
