On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming (2006)


Download Links

by Andreas Wächter , Lorenz T. Biegler
Venue:Mathematical Programming
Citations:109 - 5 self

Documents Related by Co-Citation

1085 Practical Methods of Optimization – R Fletcher - 1981
102 The Fritz John Necessary Optimality Conditions in the Presence of Equality and Inequality Constraints – O L MANGASARIAN, S FROMOVITZ - 1967
59 On Augmented Lagrangian methods with general lower-level constraints – R. Andreani, E. G. Birgin, J. M. Martínez, M. L. Schuverdt - 2005
312 Nonlinear programming: sequential unconstrained minimization techniques,” DTIC Research Report AD0679036 – A V Fiacco, G P McCormick - 1968
33 A Globally Convergent Primal-Dual Interior-Point Filter Method for Nonlinear Programming – Stefan Ulbrich, Luís N. Vicente - 2002
33 On the relation between the Constant Positive Linear Dependence condition and quasinormality constraint qualification – R Andreani, J M Martínez, M L Schuverdt - 2005
177 Multiplier and gradient methods – M R Hestenes - 1969
178 A method for nonlinear constraints in minimization problems – M J D Powell - 1969
35 On the constant positive linear dependence condition and its application to SQP methods – L Qi, Z Wei - 2000
30 A Primal-Dual Interior-Point Method for Nonlinear Programming with Strong Global and Local Convergence Properties – Andre L. Tits, Andreas Wachter, Sasan Bakhtiari, Thomas J. Urban, Craig T. Lawrence - 2002
15 Structured minimal-memory inexact quasi-Newton method and secant preconditioners for Augmented Lagrangian – E G Birgin, J M Martínez - 2008
59 Large-Scale Active-Set Box-Constrained Optimization Method with Spectral Projected Gradients – Ernesto G. Birgin, José Mario Martínez - 2001
27 A globally convergent filter method for Nonlinear Programming – C C Gonzaga, E Karas, M Vanti - 2003
244 Benchmarking Optimization Software with Performance Profiles – Elizabeth D. Dolan, Jorge J. Moré - 2001
89 LAGRANGE MULTIPLIERS AND OPTIMALITY – R. Tyrrell Rockafellar - 1993
20 Numerical stability and efficiency of penalty algorithms – J-P Dussault - 1995
144 An Interior-Point Algorithm For Nonconvex Nonlinear Programming – Robert J. Vanderbei, David F. Shanno - 1997
82 On the formulation and theory of the Newton interior–point method for nonlinear programming – A S EL-BAKRY, R A TAPIA, T TSUCHIYA, Y ZHANG - 1996
34 Failure of Global Convergence for a Class of Interior Point Methods for Nonlinear Programming – Andreas Wächter, Lorenz T. Biegler - 2000