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The Interior Point NLP Solver

References

Akrotirianakis, I. and Rustem, B. (2005), “Globally Convergent Interior-Point Algorithm for Nonlinear Programming,” Journal of Optimization Theory and Applications, 125(3), 497–521.

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.

Erway, J., Gill, P. E., and Griffin, J. D. (2007), “Iterative Solution of Augmented Systems Arising in Interior Point Methods,” SIAM Journal of Optimization, 18, 666–690.

Forsgren, A. and Gill, P. E. (1998), “Primal-Dual Interior Methods for Nonconvex Nonlinear Programming,” SIAM Journal of Optimization, 8, 1132–1152.

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

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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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