The interior-point revolution in optimization: history, recent developments, and lasting consequences

M Wright - Bulletin of the American mathematical society, 2005 - ams.org
Interior methods are a pervasive feature of the optimization landscape today, but it was not
always so. Although interior-point techniques, primarily in the form of barrier methods, were …

[图书][B] Numerical optimization

J Nocedal, SJ Wright - 1999 - Springer
One of the most effective methods for nonlinearly constrained optimization generates steps
by solving quadratic subproblems. This sequential quadratic programming (SQP) approach …

[图书][B] Practical methods for optimal control and estimation using nonlinear programming

JT Betts - 2010 - SIAM
Solving an optimal control or estimation problem is not easy. Pieces of the puzzle are found
scattered throughout many different disciplines. Furthermore, the focus of this book is on …

An interior point algorithm for large-scale nonlinear programming

RH Byrd, ME Hribar, J Nocedal - SIAM Journal on Optimization, 1999 - SIAM
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 …

[图书][B] Numerical optimization: theoretical and practical aspects

JF Bonnans, JC Gilbert, C Lemaréchal… - 2006 - books.google.com
Just as in its 1st edition, this book starts with illustrations of the ubiquitous character of
optimization, and describes numerical algorithms in a tutorial way. It covers fundamental …

A class of globally convergent optimization methods based on conservative convex separable approximations

K Svanberg - SIAM journal on optimization, 2002 - SIAM
This paper deals with a certain class of optimization methods, based on conservative convex
separable approximations (CCSA), for solving inequality-constrained nonlinear …

Interior methods for nonlinear optimization

A Forsgren, PE Gill, MH Wright - SIAM review, 2002 - SIAM
Interior methods are an omnipresent, conspicuous feature of the constrained optimization
landscape today, but it was not always so. Primarily in the form of barrier methods, interior …

Line search filter methods for nonlinear programming: Motivation and global convergence

A Wächter, LT Biegler - SIAM Journal on Optimization, 2005 - SIAM
Line search methods are proposed for nonlinear programming using Fletcher and Leyffer's
filter method [Math. Program., 91 (2002), pp. 239--269], which replaces the traditional merit …

An interior-point algorithm for nonconvex nonlinear programming

RJ Vanderbei, DF Shanno - Computational Optimization and Applications, 1999 - Springer
The paper describes an interior-point algorithm for nonconvex nonlinear programming
which is a direct extension of interior-point methods for linear and quadratic programming …

An interior point algorithm for large-scale nonlinear optimization with applications in process engineering

A Wachter - 2002 - search.proquest.com
Nonlinear programming (NLP) has become an essential tool in process engineering,
leading to profit gains through improved plant designs and better control strategies. The …