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

zbMATH Keywords

constrained optimization; large-scale optimization; nonconvex optimization; interior-point methods; Krylov subspace methods; trust regions; inexact linear system solvers

Mathematics Subject Classification ID

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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Uses Software

• AMPL
• CUTEr
• SifDec
• Ipopt
• SOCS