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An interior point algorithm for large-scale nonlinear programming. (English) Zbl 0957.65057
Authors’ 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.

MSC:
65K05 Numerical mathematical programming methods
90C30 Nonlinear programming
90C55 Methods of successive quadratic programming type
90C06 Large-scale problems in mathematical programming
90C51 Interior-point methods
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