The Interior Point Nonlinear Programming Solver -- Experimental


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).

Basic Definitions and Notation

Overview of Constrained Optimization

Overview of Interior Point Methods

Solver Termination Criterion

Solver Termination Messages

Macro Variable _OROPTMODEL_

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