A filter interior-point algorithm with projected Hessian updating for nonlinear optimization

DOI10.1007/s12190-008-0089-5zbMath1172.49019OpenAlexW2026331623MaRDI QIDQ1032531

Chao Gu, De-Tong Zhu

Publication date: 26 October 2009

Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12190-008-0089-5

zbMATH Keywords

barrier methodnonlinear programmingline searchinterior pointfilter methodprojected Hessian

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Interior-point methods (90C51) Methods of successive quadratic programming type (90C55)

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Uses Software

• Ipopt

Cites Work

• Unnamed Item
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• Projected Hessian Updating Algorithms for Nonlinearly Constrained Optimization
• Numerical Optimization
• A globally convergent primal-dual interior point method for constrained optimization
• Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
• Line Search Filter Methods for Nonlinear Programming: Local Convergence
• Nonlinear programming without a penalty function.