On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming

Math. Program., no. 1 (2006): 25-57

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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 in previous work. Here we provide a comprehensive description of the algorithm, including the feasibility restoration phase for the filter method, second-order c...更多

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