The Interior Point Nonlinear Programming Solver -- Experimental

Details

In this section, we present a brief discussion about the algorithmic details of the IPNLP solver. We start by defining the notation. Next, we present an introduction to the fundamental ideas in constrained optimization; the main point of the second section is to present the necessary and sufficient optimality conditions, which play a central role in all optimization algorithms. We conclude by discussing a general overview of primal-dual interior point algorithms for nonlinear optimization. A detailed treatment of the preceding topics can be found in Nocedal and Wright (1999), Wright (1997), and Forsgren, Gill, and Wright (2002).

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Basic Definitions and Notation

Overview of Constrained Optimization

Overview of Interior Point Methods

Solver Termination Criterion

Solver Termination Messages

Macro Variable _OROPTMODEL_