Optimal sensitivity based on IPOPT

DOI10.1007/s12532-012-0043-2zbMath1291.90247OpenAlexW2106320154MaRDI QIDQ1946920

Hans Pirnay, Rodrigo López-Negrete, Lorenz T. Biegler

Publication date: 10 April 2013

Published in: Mathematical Programming Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12532-012-0043-2

zbMATH Keywords

sensitivitynonlinear programming probleminterior point

Mathematics Subject Classification ID

Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31) Interior-point methods (90C51) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (8)

Risk Averse Stackelberg Security Games with Quantal Response ⋮ Relaxations and heuristics for the multiple non-linear separable knapsack problem ⋮ Robust model predictive control for continuous nonlinear systems with the quasi-infinite adaptive horizon algorithm ⋮ Computational aspects of column generation for nonlinear and conic optimization: classical and linearized schemes ⋮ Uncertainty estimation in equality-constrained MAP and maximum likelihood estimation with applications to system identification and state estimation ⋮ WORHP Zen: Parametric Sensitivity Analysis for the Nonlinear Programming Solver WORHP ⋮ sIPOPT ⋮ Enhanced moving finite element method based on error geometric estimation for simultaneous trajectory optimization

Uses Software

• AMPL
• Ipopt
• QPSchur

Cites Work

• A Modeling Language for Mathematical Programming
• Introduction to sensitivity and stability analysis in nonlinear programming
• QPSchur: A dual, active-set, Schur-complement method for large-scale and structured convex quadratic programming
• The advanced-step NMPC controller: Optimality, stability and robustness
• Nonlinear optimization in finite dimensions. Morse theory, Chebyshev approximation, transversality, flows, parametric aspects
• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• Sensitivity and stability analysis for nonlinear programming
• Sensitivity Analysis for Nonlinear Programs and Variational Inequalities with Nonunique Multipliers
• Continuous deformation of nonlinear programs
• Generalized equations and their solutions, part II: Applications to nonlinear programming
• Interior Methods for Nonlinear Optimization
• Nonlinear Programming
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