An Interior Point Algorithm for Large-Scale Nonlinear Programming

  • Authors:
  • Richard H. Byrd;Mary E. Hribar;Jorge Nocedal

  • Affiliations:
  • -;-;-

  • Venue:
  • SIAM Journal on Optimization
  • Year:
  • 1999

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Abstract

The design and implementation of a new algorithm for solving large nonlinear programming problems is described. It follows a barrier approach that employs sequential quadratic programming and trust regions to solve the subproblems occurring in the iteration. Both primal and primal-dual versions of the algorithm are developed, and their performance is illustrated in a set of numerical tests.