Study of a primal-dual algorithm for equality constrained minimization

DOI10.1007/s10589-014-9679-3zbMath1304.49050MaRDI QIDQ480924

Paul Armand, Joël Benoist, Riadh Omheni, Vincent Pateloup

Publication date: 12 December 2014

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-014-9679-3

zbMATH Keywords

constrained optimization; primal-dual method; nonlinear programming; Newton-like method; quadratic penalty method

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C06: Large-scale problems in mathematical programming

90C30: Nonlinear programming

49M15: Newton-type methods

49M37: Numerical methods based on nonlinear programming

90C51: Interior-point methods

Uses Software

• KNITRO
• MA57
• LOQO
• AMPL
• CUTEr
• SifDec
• Ipopt
• COPS