CUTE: constrained and unconstrained testing environment
ACM Transactions on Mathematical Software (TOMS)
A QMR-based interior-point algorithm for solving linear programs
Mathematical Programming: Series A and B - Special issue: interior point methods in theory and practice
Computational Optimization and Applications
LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
ACM Transactions on Mathematical Software (TOMS)
Practical methods for optimal control using nonlinear programming
Practical methods for optimal control using nonlinear programming
Analysis of Inexact Trust-Region SQP Algorithms
SIAM Journal on Optimization
An Interior Point Algorithm for Large-Scale Nonlinear Programming
SIAM Journal on Optimization
CUTEr and SifDec: A constrained and unconstrained testing environment, revisited
ACM Transactions on Mathematical Software (TOMS)
Optimal Control from Theory to Computer Programs (Solid Mechanics and Its Applications, 111)
Optimal Control from Theory to Computer Programs (Solid Mechanics and Its Applications, 111)
SIAM Journal on Scientific Computing
Mathematical Programming: Series A and B
SIAM Journal on Scientific Computing
Multilevel Preconditioners Constructed From Inverse-Based ILUs
SIAM Journal on Scientific Computing
Real-Time PDE-Constrained Optimization (Computational Science and Engineering)
Real-Time PDE-Constrained Optimization (Computational Science and Engineering)
SIAM Journal on Numerical Analysis
An Inexact SQP Method for Equality Constrained Optimization
SIAM Journal on Optimization
An inexact Newton method for nonconvex equality constrained optimization
Mathematical Programming: Series A and B
Inertia-Revealing Preconditioning For Large-Scale Nonconvex Constrained Optimization
SIAM Journal on Scientific Computing
Multigrid Methods for PDE Optimization
SIAM Review
Algebraic Multilevel Preconditioner for the Helmholtz Equation in Heterogeneous Media
SIAM Journal on Scientific Computing
A Matrix-Free Algorithm for Equality Constrained Optimization Problems with Rank-Deficient Jacobians
SIAM Journal on Optimization
Local path-following property of inexact interior methods in nonlinear programming
Computational Optimization and Applications
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We present a line-search algorithm for large-scale continuous optimization. The algorithm is matrix-free in that it does not require the factorization of derivative matrices. Instead, it uses iterative linear system solvers. Inexact step computations are supported in order to save computational expense during each iteration. The algorithm is an interior-point approach derived from an inexact Newton method for equality constrained optimization proposed by Curtis, Nocedal, and Wächter [SIAM J. Optim., 20 (2009), pp. 1224-1249], with additional functionality for handling inequality constraints. The algorithm is shown to be globally convergent under loose assumptions. Numerical results are presented for nonlinear optimization test set collections and a pair of PDE-constrained model problems.