Practical methods of optimization; (2nd ed.)
Practical methods of optimization; (2nd ed.)
Mersenne twister: a 623-dimensionally equidistributed uniform pseudo-random number generator
ACM Transactions on Modeling and Computer Simulation (TOMACS) - Special issue on uniform random number generation
An Interior-Point Algorithm for Nonconvex Nonlinear Programming
Computational Optimization and Applications - Special issue on computational optimization—a tribute to Olvi Mangasarian, part II
Test Examples for Nonlinear Programming Codes
Test Examples for Nonlinear Programming Codes
Interior-Point Methods for Nonconvex Nonlinear Programming: Filter Methods and Merit Functions
Computational Optimization and Applications
CUTEr and SifDec: A constrained and unconstrained testing environment, revisited
ACM Transactions on Mathematical Software (TOMS)
MINLPLib--A Collection of Test Models for Mixed-Integer Nonlinear Programming
INFORMS Journal on Computing
A globally convergent primal-dual interior-point filter method for nonlinear programming
Mathematical Programming: Series A and B
Interior-Point Algorithms, Penalty Methods and Equilibrium Problems
Computational Optimization and Applications
Computational Optimization and Applications
Optimization and dynamical systems algorithms for finding equilibria of stochastic games
Optimization Methods & Software
Computational Optimization and Applications
Primal-dual interior-point method for thermodynamic gas-particle partitioning
Computational Optimization and Applications
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In this paper, we investigate the use of an exact primal-dual penalty approach within the framework of an interior-point method for nonconvex nonlinear programming. This approach provides regularization and relaxation, which can aid in solving ill-behaved problems and in warmstarting the algorithm. We present details of our implementation within the loqo algorithm and provide extensive numerical results on the CUTEr test set and on warmstarting in the context of quadratic, nonlinear, mixed integer nonlinear, and goal programming.