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    On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
    13 years 4 months ago
    On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
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    We present a primal-dual interior-point algorithm with a filter line-search method for nonlinear programming. Local and global convergence properties of this method were analyzed i...
    Andreas Wächter, Lorenz T. Biegler
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