An interior point algorithm for large-scale nonlinear programming

Richard H. Byrd; Mary E. Hribar; Jorge Nocedal

doi:10.1137/S1052623497325107

An interior point algorithm for large-scale nonlinear programming

Richard H. Byrd^*, Mary E. Hribar, Jorge Nocedal

^*Corresponding author for this work

Industrial Engineering and Management Sciences

Research output: Contribution to journal › Article › peer-review

1378 Scopus citations

Abstract

The design and implementation of a new algorithm for solving large nonlinear programming problems is described. It follows a barrier approach that employs sequential quadratic programming and trust regions to solve the subproblems occurring in the iteration. Both primal and primal-dual versions of the algorithm are developed, and their performance is illustrated in a set of numerical tests.

Original language	English (US)
Pages (from-to)	877-900
Number of pages	24
Journal	SIAM Journal on Optimization
Volume	9
Issue number	4
DOIs	https://doi.org/10.1137/S1052623497325107
State	Published - Sep 1999

Keywords

Barrier method
Constrained optimization
Interior point method
Large-scale optimization
Nonlinear programming
Primal method
Primal-dual method
Sequential quadratic programming
Trust region method

ASJC Scopus subject areas

Software
Theoretical Computer Science
Applied Mathematics

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10.1137/S1052623497325107

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keywords = "Barrier method, Constrained optimization, Interior point method, Large-scale optimization, Nonlinear programming, Primal method, Primal-dual method, Sequential quadratic programming, Trust region method",

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AU - Nocedal, Jorge

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AB - The design and implementation of a new algorithm for solving large nonlinear programming problems is described. It follows a barrier approach that employs sequential quadratic programming and trust regions to solve the subproblems occurring in the iteration. Both primal and primal-dual versions of the algorithm are developed, and their performance is illustrated in a set of numerical tests.

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KW - Constrained optimization

KW - Interior point method

KW - Large-scale optimization

KW - Nonlinear programming

KW - Primal method

KW - Primal-dual method

KW - Sequential quadratic programming

KW - Trust region method

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An interior point algorithm for large-scale nonlinear programming

Abstract

Keywords

ASJC Scopus subject areas

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