Open AccessMathematicsComputer Science

On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming

Andreas Wächter, L. Biegler

2006.5.1MATHEMATICAL PROGRAMMING

DOI: 10.1007/s10107-004-0559-y

tlooto Summary

A comprehensive description of the primal-dual interior-point algorithm with a filter line-search method for nonlinear programming is provided, including the feasibility restoration phase for the filter method, second-order corrections, and inertia correction of the KKT matrix.

Abstract

Abstract is not available.

Citation format

WÄCHTER, Andreas; BIEGLER, L. On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming. MATHEMATICAL PROGRAMMING, 2006, 106: 25–57.