An Interior-Point Algorithm for Large-Scale Nonlinear Optimization with Inexact Step Computations
DOI10.1137/090747634zbMath1220.49018MaRDI QIDQ5200258
Olaf Schenk, Andreas Wächter, Frank E. Curtis
Publication date: 1 August 2011
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/bd59cad1709d9c73762e4ec0f2cd5ca239c9d2ff
constrained optimization; large-scale optimization; nonconvex optimization; interior-point methods; Krylov subspace methods; trust regions; inexact linear system solvers
65K05: Numerical mathematical programming methods
90C06: Large-scale problems in mathematical programming
90C26: Nonconvex programming, global optimization
90C30: Nonlinear programming
49M05: Numerical methods based on necessary conditions
49M37: Numerical methods based on nonlinear programming
90C51: Interior-point methods
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