The Nonlinear Programming Solver

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

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

Gill, P. E. and Robinson, D. P. (2010), “A Primal-Dual Augmented Lagrangian,” Computational Optimization and Applications, 47, 1–25.

Gould, N. I. M., Orban, D., and Toint, Ph. L. (2003), “CUTEr and SifDec: A Constrained and Unconstrained Testing Environment, Revised,” ACM Transactions on Mathematical Software, 29, 373–394.

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

Vanderbei, R. J. (1999), “LOQO: An Interior Point Code for Quadratic Programming,” Optimization Methods and Software, 11, 451–484.

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, 25–57.

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

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