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

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Michael Ulbrich, Stefan Ulbrich, Luís Nunes Vicente

Published: 01 Jan 2004, Last Modified: 15 May 2025Math. Program. 2004EveryoneRevisionsBibTeXCC BY-SA 4.0
Abstract: In this paper, the filter technique of Fletcher and Leyffer (1997) is used to globalize the primal-dual interior-point algorithm for nonlinear programming, avoiding the use of merit functions and the updating of penalty parameters.