A globally convergent primal-dual interior-point filter method for nonlinear programming

Michael Ulbrich, Stefan Ulbrich, Luís N. Vicente. A globally convergent primal-dual interior-point filter method for nonlinear programming. Math. Program., 100(2):379-410, 2004. [doi]

@article{UlbrichUV04,
  title = {A globally convergent primal-dual interior-point filter method for nonlinear programming},
  author = {Michael Ulbrich and Stefan Ulbrich and Luís N. Vicente},
  year = {2004},
  doi = {10.1007/s10107-003-0477-4},
  url = {http://dx.doi.org/10.1007/s10107-003-0477-4},
  tags = {programming},
  researchr = {https://researchr.org/publication/UlbrichUV04},
  cites = {0},
  citedby = {0},
  journal = {Math. Program.},
  volume = {100},
  number = {2},
  pages = {379-410},
}