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Zbl 1134.90053
Waltz, R.A.; Morales, J.L.; Nocedal, J.; Orban, D.
An interior algorithm for nonlinear optimization that combines line search and trust region steps. (English)
[J] Math. Program. 107, No. 3 (A), 391-408 (2006). ISSN 0025-5610; ISSN 1436-4646/e

Summary: An interior-point method for nonlinear programming is presented. It enjoys the flexibility of switching between a line search method that computes steps by factoring the primal-dual equations and a trust region method that uses a conjugate gradient iteration. Steps computed by direct factorization are always tried first, but if they are deemed ineffective, a trust region iteration that guarantees progress toward stationarity is invoked. To demonstrate its effectiveness, the algorithm is implemented in the KNITRO http://www.ziena.com/knitro.htm software package and is extensively tested on a wide selection of test problems.

MSC 2000:: *90C55 Methods of successive quadratic programming type
90C30 Nonlinear programming
90C51 Interior-point methods

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Zentralblatt MATH Berlin [Germany]