Byrd, Richard H.; Hribar, Mary E.; Nocedal, Jorge An interior point algorithm for large-scale nonlinear programming. (English) Zbl 0957.65057 SIAM J. Optim. 9, No. 4, 877-900 (1999). 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. Reviewer: Klaus Schittkowski (Bayreuth) Cited in 119 Documents 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 Keywords:constrained optimization; interior point method; large-scale optimization; nonlinear programming; primal method; primal-dual method; sequential quadratic programming; barrier method; trust region method; numerical examples PDF BibTeX XML Cite \textit{R. H. Byrd} et al., SIAM J. Optim. 9, No. 4, 877--900 (1999; Zbl 0957.65057) Full Text: DOI