A globally convergent primal-dual interior-point filter method for nonlinear programming

Mathematical Programming

Volumn 100, Issue 2, 2004, Pages 379-410

  Ulbrich, Michael ^a   Ulbrich, Stefan ^b   Vicente, Luís N ^c  

^a UNIVERSITY OF HAMBURG   (Germany)

^b TECHNICAL UNIVERSITY OF MUNICH   (Germany)

^c UNIVERSITY OF COIMBRA   (Portugal)

Author keywords

Filter; Global convergence; Interior point methods; Primal dual

Indexed keywords

CONSTRAINT THEORY; CONVERGENCE OF NUMERICAL METHODS; FUNCTIONS; MATHEMATICAL MODELS; OPTIMIZATION; PERTURBATION TECHNIQUES;

FILTERS; GLOBAL CONVERGENCE; INTERIOR-POINT METHODS; PRIMAL-DUAL;

NONLINEAR PROGRAMMING;

EID: 14944387007     PISSN: 00255610     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10107-003-0477-4     Document Type: Article

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