A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm
DOI10.1007/s00186-017-0625-xzbMath1394.49025OpenAlexW2778996617MaRDI QIDQ1650852
Renke Kuhlmann, Christof Büskens
Publication date: 13 July 2018
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00186-017-0625-x
constrained optimizationprimal-dual methodnonlinear programmingaugmented Lagrangianpenalty-interior-point algorithm
Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical methods involving duality (49M29) Numerical methods based on necessary conditions (49M05) Newton-type methods (49M15) Numerical methods based on nonlinear programming (49M37) Interior-point methods (90C51)
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