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On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming |
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| Authors: | Andreas Wächter Lorenz T Biegler |
| Institution: | (1) IBM T.J. Watson Research Center, P.O. Box 218, Yorktown Heights, NY 10598, USA;(2) Carnegie Mellon University, 5000 Forbes Avenue, Pittsburgh, PA 15213, USA |
| Abstract: | |
| Keywords: | Nonlinear programming Nonconvex constrained optimization Filter method Line search Interior-point method Barrier method |
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