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MP
2006
73views more  MP 2006»
14 years 12 days ago
On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
We present a primal-dual interior-point algorithm with a filter line-search method for nonlinear programming. Local and global convergence properties of this method were analyzed i...
Andreas Wächter, Lorenz T. Biegler
APPML
2007
91views more  APPML 2007»
14 years 18 days ago
Steplength selection in interior-point methods for quadratic programming
We present a new strategy for choosing primal and dual steplengths in a primal-dual interior-point algorithm for convex quadratic programming. Current implementations often scale ...
Frank E. Curtis, Jorge Nocedal