An Interior-Point Algorithm for Large-Scale Nonlinear Optimization with Inexact Step Computations

DOI10.1137/090747634zbMath1220.49018OpenAlexW2155696034MaRDI QIDQ5200258

Olaf Schenk, Andreas Wächter, Frank E. Curtis

Publication date: 1 August 2011

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/bd59cad1709d9c73762e4ec0f2cd5ca239c9d2ff

zbMATH Keywords

constrained optimizationlarge-scale optimizationnonconvex optimizationinterior-point methodsKrylov subspace methodstrust regionsinexact linear system solvers

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 based on necessary conditions (49M05) Numerical methods based on nonlinear programming (49M37) Interior-point methods (90C51)

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Uses Software

• AMPL
• CUTEr
• SifDec
• Ipopt
• SOCS