×

Assessing the potential of interior methods for nonlinear optimization. (English) Zbl 1062.65063

Biegler, Lorenz T. (ed.) et al., Large-scale PDE-constrained optimization. Berlin: Springer (ISBN 3-540-05045-0/pbk). Lect. Notes Comput. Sci. Eng. 30, 167-183 (2003).
Summary: A series of numerical experiments with interior point (LOQO, KNITRO) and active-set sequential quadratic programming (SNOPT, filterSQP) codes are reported and analyzed. The tests were performed with small, medium-size and moderately large problems, and are examined by problem classes. Detailed observations on the performance of the codes, and several suggestions on how to improve them are presented. Overall, interior methods appear to be strong competitors of active-set SQP methods, but all codes show much room for improvement.
For the entire collection see [Zbl 1021.00015].

MSC:

65K05 Numerical mathematical programming methods
90C30 Nonlinear programming
90C51 Interior-point methods
90C55 Methods of successive quadratic programming type
PDFBibTeX XMLCite