Interior-point methods for nonconvex nonlinear programming: Regularization and warmstarts

DOI10.1007/s10589-007-9089-xzbMath1181.90243OpenAlexW2042204689MaRDI QIDQ953208

David F. Shanno, Hande Y. Benson

Publication date: 17 November 2008

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

Full work available at URL: https://doi.org/10.1007/s10589-007-9089-x

zbMATH Keywords

nonlinear programminginterior-point methodspenalty methodswarmstarting

Mathematics Subject Classification ID

Nonlinear programming (90C30) Interior-point methods (90C51)

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Uses Software

• KNITRO
• LOQO
• SNOPT
• CUTEr
• SifDec
• Ipopt
• CG+
• MersenneTwister
• MINLPLib

Cites Work

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• Failure of global convergence for a class of interior point methods for nonlinear programming
• Interior-point methods for nonconvex nonlinear programming: orderings and higher-order methods
• Interior-point methods for nonconvex nonlinear programming: Filter methods and merit functions
• A globally convergent primal-dual interior-point filter method for nonlinear programming
• An exact primal-dual penalty method approach to warmstarting interior-point methods for linear programming
• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• MINLPLib—A Collection of Test Models for Mixed-Integer Nonlinear Programming
• An Interior-Point $$\boldsymbol{\ell_{1}}$$ -Penalty Method for Nonlinear Optimization
• Mersenne twister
• CUTEr and SifDec
• Interior Methods for Mathematical Programs with Complementarity Constraints