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}, }