A globally convergent primal-dual interior-point filter method for nonlinear programming: new filter optimality measures and computational results
In this paper we modify the original primal-dual interior-point filter method proposed in [18] for the solution of nonlinear programming problems. We introduce two new optimality filter entries based on the objective function, and thus better suited for the purposes of minimization, and propose conditions for using inexact Hessians. We show that the global convergence … Read more