The Nonlinear Programming Solver
- Overview
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Getting Started
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Syntax
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Details
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ExamplesSolving Highly Nonlinear Optimization ProblemsSolving Unconstrained and Bound-Constrained Optimization ProblemsSolving NLP Problems with Range ConstraintsSolving Large-Scale NLP ProblemsSolving NLP Problems That Have Several Local MinimaMaximum Likelihood Weibull EstimationFinding an Irreducible Infeasible Set
- References
References
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Akrotirianakis, I., and Rustem, B. (2005). “Globally Convergent Interior-Point Algorithm for Nonlinear Programming.” Journal of Optimization Theory and Applications 125:497–521.
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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 92:393–424.
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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., and Gill, P. E. (1998). “Primal-Dual Interior Methods for Nonconvex Nonlinear Programming.” SIAM Journal on Optimization 8:1132–1152.
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Forsgren, A., Gill, P. E., and Wright, M. H. (2002). “Interior Methods for Nonlinear Optimization.” SIAM Review 44:525–597.
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Gill, P. E., and Robinson, D. P. (2010). “A Primal-Dual Augmented Lagrangian.” Computational Optimization and Applications 47:1–25.
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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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Hock, W., and Schittkowski, K. (1981). Test Examples for Nonlinear Programming Codes. Vol. 187 of Lecture Notes in Economics and Mathematical Systems. Berlin: Springer-Verlag.
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Lawless, J. F. (1982). Statistical Methods and Methods for Lifetime Data. New York: John Wiley & Sons.
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Nocedal, J., and Wright, S. J. (1999). Numerical Optimization. New York: Springer-Verlag.
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Vanderbei, R. J. (1999). “LOQO: An Interior Point Code for Quadratic Programming.” Optimization Methods and Software 11:451–484.
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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 106:25–57.
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Wright, S. J. (1997). Primal-Dual Interior-Point Methods. Philadelphia: SIAM.
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Yamashita, H. (1998). “A Globally Convergent Primal-Dual Interior Point Method for Constrained Optimization.” Optimization Methods and Software 10:443–469.