Interior-Point Filter Line-Search

Neculai Andrei ()
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Neculai Andrei: Center for Advanced Modeling and Optimization

Chapter 19 in Modern Numerical Nonlinear Optimization, 2022, pp 661-678 from Springer

Abstract: Abstract In this chapter, a combination called IPOPT of the interior-point algorithm with the filter line-search for solving large-scale nonlinear optimization problems, proposed by Wächter and Biegler (2005a, b), is presented. As we know, to allow convergence from poor starting points and to enforce progress to the solution, the interior point methods both in the trust-region and in the line-search frameworks with exact penalty merit function were developed. For example, KNITRO uses the l1 exact penalty function (Byrd, Gilbert, & Nocedal, 2000; Byrd, Hribar, & Nocedal, 1999).

Date: 2022
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DOI: 10.1007/978-3-031-08720-2_19

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