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On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming

Andreas Wächter; Lorenz T. Biegler · Mathematical Programming · 2005

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Author / responsible party
Andreas Wächter; Lorenz T. Biegler
Publisher
Mathematical Programming
Year
2005
Language
English

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APA 7

Wächter, A. & Biegler, L. T. (2005). On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming. https://doi.org/10.1007/s10107-004-0559-y

MLA

Wächter, Andreas, and Lorenz T. Biegler. "On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming." 2005. https://doi.org/10.1007/s10107-004-0559-y.

Chicago

Wächter, Andreas and Lorenz T. Biegler. 2005. "On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming.". https://doi.org/10.1007/s10107-004-0559-y.

Harvard

Wächter, A. and Biegler, L. T. 2005, On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming, Mathematical Programming, available at: https://doi.org/10.1007/s10107-004-0559-y [Accessed 7 Aug. 2026].

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Title
On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
Author / contributors
Andreas Wächter; Lorenz T. Biegler
Publisher
Mathematical Programming
Publication year
2005
Language
English

Subjects

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Interior point method; Algorithm; Line search; Karush–Kuhn–Tucker conditions; Nonlinear programming; Heuristics; Filter (signal processing); Mathematical optimization; Mathematics; Nonlinear system; Convergence (economics); Computer science
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