A note on the implementation of an interior-point algorithm for nonlinear optimization with inexact step computations

DOI10.1007/s10107-012-0557-4zbMath1255.49043OpenAlexW2069992543MaRDI QIDQ1925785

Frank E. Curtis, Andreas Wächter, Johannes Huber, Olaf Schenk

Publication date: 19 December 2012

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-012-0557-4

zbMATH Keywords

large-scale optimizationnonconvex programminginterior-point methodsKrylov subspace methodsline searchtrust regionsPDE-constrained optimizationinexact linear system solvers

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Applications of mathematical programming (90C90) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical methods based on necessary conditions (49M05) Newton-type methods (49M15) Numerical methods based on nonlinear programming (49M37) Interior-point methods (90C51) Iterative numerical methods for linear systems (65F10) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22)

Related Items

A note on the implementation of an interior-point algorithm for nonlinear optimization with inexact step computations, ALADIN‐—An open‐source MATLAB toolbox for distributed non‐convex optimization, An interior point method for nonlinear optimization with a quasi-tangential subproblem, A Domain Decomposition Approach to Solve Dynamic Optimal Power Flow Problems in Parallel, A high performance level-block approximate LU factorization preconditioner algorithm

Uses Software

• PARDISO
• AMPL
• CUTEr
• PETSc
• Ipopt
• libMesh
• CUTE

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