A new feasible descent primal-dual interior point algorithm for nonlinear inequality constrained optimization

DOI10.1016/j.apm.2009.10.012zbMath1193.90195OpenAlexW2087912111WikidataQ56935332 ScholiaQ56935332MaRDI QIDQ988435

Publication date: 26 August 2010

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2009.10.012

zbMATH Keywords

global convergence constrained optimization interior point method superlinear convergence working set

Mathematics Subject Classification ID

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

Related Items (1)

A strongly sub-feasible primal-dual quasi interior-point algorithm for nonlinear inequality constrained optimization

Uses Software

SNOPT

Cites Work

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A Feasible Sequential Linear Equation Method for Inequality Constrained Optimization
A Primal-Dual Interior-Point Method for Nonlinear Programming with Strong Global and Local Convergence Properties
SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization

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