Keywords

Interior point methodAlgorithmLine searchKarush–Kuhn–Tucker conditionsNonlinear programmingHeuristicsFilter (signal processing)Mathematical optimizationMathematicsNonlinear systemConvergence (economics)Computer sciencePath (computing)

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Publication Info

Year
2005
Type
article
Volume
106
Issue
1
Pages
25-57
Citations
9016
Access
Closed

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Cite This

Andreas Wächter, Lorenz T. Biegler (2005). On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming. Mathematical Programming , 106 (1) , 25-57. https://doi.org/10.1007/s10107-004-0559-y

Identifiers

DOI
10.1007/s10107-004-0559-y