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The Interior Point Nonlinear Programming Solver -- Experimental



Akrotirianakis, I. and Rustem, B. (2000), "A Primal-Dual Interior Point Algorithm with an Exact and Differentiable Merit Function for General Nonlinear Programming Problems," Optimization Methods and Software , 14(1), 1--35. 

Armand, P., Gilbert, J. C., and Jan-Jégou, S. (2002), "A BFGS-IP Algorithm for Solving Strongly Convex Optimization Problems with Feasibility Enforced by an Exact Penalty Approach," Mathematical Programming , 92(3), 393--424. 

Forsgren, A., Gill, P. E., and Wright, M. H. (2002), "Interior Methods for Nonlinear Optimization," SIAM Review , 44, 525--597. 

Hock, W. and Schittkowski, K. (1981), Lecture Notes in Economics and Mathematical Systems: Test Examples for Nonlinear Programming Codes , Berlin: Springer-Verlag. 

Nocedal, J. and Wright, S. J. (1999), Numerical Optimization , New York: Springer-Verlag. 

Vanderbei, R. J. and Shanno, D. (1999), "An Interior-Point Algorithm for Nonconvex Nonlinear Programming," Computational Optimization and Applications , 13, 231--252. 

Wächter, A. and Biegler, L. T. (2006), "On the Implementation of an Interior-Point Filter Line-Search Algorithm for Large-Scale Nonlinear Programming," Mathematical Programming , 106 (No. 1), 25--57. 

Wright, S. J. (1997), Primal-Dual Interior-Point Methods , SIAM Publications. 

Yamashita, H. (1998), "A Globally Convergent Primal-Dual Interior Point Method for Constrained Optimization," Optimization Methods and Software , 10, 443--469.

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