On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming

Andreas Wächter, Lorenz T. Biegler. On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming. Math. Program., 106(1):25-57, 2006. [doi]

Authors

Andreas Wächter

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Lorenz T. Biegler

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