On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming.
Andreas WächterLorenz T. BieglerPublished in: Math. Program. (2006)
Keyphrases
- nonlinear programming
- linear programming
- interior point
- semidefinite programming
- search algorithm
- interior point methods
- linear program
- primal dual
- linear constraints
- search space
- optimization problems
- variational inequalities
- linear programming problems
- optimal solution
- quadratic programming
- nonnegative matrix factorization
- integer programming
- convex optimization
- np hard
- column generation
- image processing