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 Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year A globally convergent primal-dual interior-point filter method for nonlinear programming. Zbl 1070.90110Ulbrich, Michael; Ulbrich, Stefan; Vicente, Luís N. 2004 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 all top 5 Cited in 34 Serials 10 Applied Mathematics and Computation 7 Mathematical Programming. Series A. Series B 5 SIAM Journal on Optimization 4 Computational Optimization and Applications 3 Optimization 3 Applied Mathematical Modelling 3 Computational and Applied Mathematics 2 Computers & Mathematics with Applications 2 Journal of Computational and Applied Mathematics 2 Journal of Optimization Theory and Applications 2 Journal of Global Optimization 2 Numerical Algorithms 2 Mathematical Problems in Engineering 2 Optimization Methods & Software 2 International Journal of Applied Mathematics and Computer Science 2 Journal of Industrial and Management Optimization 2 EURO Journal on Computational Optimization 1 Mathematics of Computation 1 Control and Cybernetics 1 Numerical Functional Analysis and Optimization 1 Applied Numerical Mathematics 1 Japan Journal of Industrial and Applied Mathematics 1 International Journal of Computer Mathematics 1 Abstract and Applied Analysis 1 Mathematical Methods of Operations Research 1 Journal of Inequalities and Applications 1 Acta Mathematica Sinica. English Series 1 Optimization and Engineering 1 Nonlinear Analysis. Real World Applications 1 Journal of Systems Science and Complexity 1 Journal of Applied Mathematics 1 Journal of Applied Mathematics and Computing 1 GAMM-Mitteilungen 1 Statistics and Computing all top 5 Cited in 10 Fields 65 Operations research, mathematical programming (90-XX) 38 Numerical analysis (65-XX) 11 Calculus of variations and optimal control; optimization (49-XX) 5 Systems theory; control (93-XX) 2 Computer science (68-XX) 2 Fluid mechanics (76-XX) 1 Ordinary differential equations (34-XX) 1 Probability theory and stochastic processes (60-XX) 1 Statistics (62-XX) 1 Mechanics of particles and systems (70-XX) Citations by Year