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]
@article{WachterB06,
title = {On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming},
author = {Andreas Wächter and Lorenz T. Biegler},
year = {2006},
doi = {10.1007/s10107-004-0559-y},
url = {http://dx.doi.org/10.1007/s10107-004-0559-y},
tags = {programming, search},
researchr = {https://researchr.org/publication/WachterB06},
cites = {0},
citedby = {0},
journal = {Math. Program.},
volume = {106},
number = {1},
pages = {25-57},
}