An interior point algorithm for large scale nonlinear programming (1999)
| Venue: | SIAM Journal on Optimization |
| Citations: | 62 - 16 self |
BibTeX
@ARTICLE{Byrd99aninterior,
author = {Richard H. Byrd and Mary E. Hribar Y and Jorge Nocedal Z},
title = {An interior point algorithm for large scale nonlinear programming},
journal = {SIAM Journal on Optimization},
year = {1999}
}
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Abstract
The design and implementation of a new algorithm for solving large nonlinear programming problems is described. It follows a barrier approach that employs sequential quadratic programming and trust regions to solve the subproblems occurring in the iteration. Both primal and primal-dual versions of the algorithm are developed, and their performance is illustrated in a set of numerical tests. Key words: constrained optimization, interior point method, large-scale optimization, nonlinear programming, primal method, primal-dual method, successive quadratic programming, trust region method.
