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ipfilter

swMATH ID: 4778
Software Authors: Renata Silva; Luís Nunes Vicente; Michael Ulbrich; Stefan Ulbrich
Description: A globally convergent primal-dual interior-point filter method for nonlinear programming The paper proposes an algorithm which uses the filter technique of Fletcher and Leyffer to globalize the primal-dual interior-point method for nonlinear optimization, avoiding the use of merit functions and the updating of penalty parameters. This algorithm decomposes the primal-dual step obtained from the perturbed first-order necessary conditions into a normal and a tangential step, whose sizes are controlled by a trust-region type parameter. Each entry in the filter is a pair of coordinates: one resulting from feasibility and centrality, and associated with the normal step, the other resulting from optimality and related with the tangential step.
Homepage: http://www.mat.uc.pt/ipfilter/
Keywords: nonlinear programming; interior-point methods
Related Software: Ipopt; CUTEr; SNOPT; LANCELOT; CUTE; LOQO; SifDec; AMPL; CUTEst; CG+; KNITRO; filterSQP; ALGENCAN; HSL; MA57; L-BFGS; KELLEY; GALAHAD; NPSOL; WORHP
Cited in: 73 Publications
all top 5

Cited by 117 Authors

7 Pu, Dingguo
6 Chen, Zhongwen
5 Qiu, Songqiang
4 Costa, M. Fernanda P.
4 Zhu, Detong
3 Biegler, Lorenz T.
3 Fernandes, Edite M. G. P.
3 Gu, Chao
3 Liu, Xinwei
3 Su, Ke
3 Wächter, Andreas
2 Armand, Paul
2 Birgin, Ernesto G.
2 Błaszczyk, Jacek
2 Chin, Choong Ming
2 Dai, Yu-Hong
2 Gould, Nicholas Ian Mark
2 Huang, Mingxia
2 Jin, Zhong
2 Karas, Elizabeth W.
2 Kuhlmann, Renke
2 Li, Xueqian
2 Liu, Meiling
2 Martínez, José Mario
2 Nie, Puyan
2 Pei, Yonggang
2 Rocha, Ana Maria A. C.
2 Shen, Chungen
2 Ulbrich, Stefan
1 Agarwal, Anshul
1 Amundson, Neal R.
1 Andreani, Roberto
1 Antil, Harbir
1 Antunes, António Sanches
1 Benoist, Joël
1 Bonettini, Silvia
1 Büskens, Christof
1 Caboussat, Alexandre
1 Cai, Huiping
1 Cai, Li
1 Callies, Rainer
1 Chen, Lifeng
1 Curtis, Frank E.
1 Esmaeili, Hamid
1 Esteban-Bravo, Mercedes
1 Fatemi, Masoud
1 Fletcher, Roger
1 Galligani, Emanuele
1 Ge, Hengwu
1 Goldfarb, Donald
1 Hagemann, Michael
1 Han, Daolan
1 He, Jiwen
1 Hoppe, Ronald H. W.
1 Hu, Qingjie
1 Huang, Qingqun
1 Iida, Einosuke
1 Jian, Jinbao
1 Karbowski, Andrzej
1 Kimiaei, Morteza
1 Kong, Feng
1 Lai, Mingyong
1 Leszkiewicz, Agata
1 Leyffer, Sven
1 Linsenmann, Christopher
1 Liu, Sanyang
1 Liu, Wei
1 Liu, Weiai
1 Liu, Zhenhua
1 Loh, Yueling
1 Long, Jun
1 Lu, Xiaoli
1 Ma, Changfeng
1 Macêdo, M. Joseane F. G.
1 Mahdavi-Amiri, Nezam
1 Malinowski, Krzysztof B.
1 Monteiro, M. Teresa T.
1 Nor, Khalid Mohamed
1 Omheni, Riadh
1 Ou, Yigui
1 Pang, Lili
1 Pereira, Ana Isabel P. N.
1 Periçaro, Gislaine A.
1 Raghunathan, Arvind U.
1 Rashid, Abdul Halim Abdul
1 Rentrop, Peter
1 Ribeiro, Ademir Alves
1 Robinson, Daniel P.
1 Ruggiero, Valeria
1 Schenk, Olaf
1 Schmidt, Martin
1 Schuverdt, María Laura
1 Seinfeld, John H.
1 Sun, Jie
1 Szynkiewicz, Wojciech
1 Tang, Chunming
1 Toint, Philippe L.
1 Ulbrich, Michael
1 Vicente, Luis Nunes
1 Vidal-Sanz, Jose M.
...and 17 more Authors

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