Primal-dual active-set methods for large-scale optimization

DOI10.1007/s10957-015-0708-xzbMath1329.49055OpenAlexW2006448844MaRDI QIDQ493264

Daniel P. Robinson

Publication date: 3 September 2015

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-015-0708-x

zbMATH Keywords

constrained optimizationlarge-scale optimizationaugmented Lagrangianprimal-dual active-set methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical methods involving duality (49M29) Numerical optimization and variational techniques (65K10) Numerical methods based on nonlinear programming (49M37) Methods of successive quadratic programming type (90C55)

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Uses Software

• LANCELOT
• Matlab
• SNOPT
• PENNON
• CUTEst

Cites Work

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