IP-PCG is a C++ software designed to solve large-scale Nonlinear Programming Problems (NLP). It employs a Newton inexact interior point algorithm [1, 2, 3, 4] with a line search strategy based on the Eisenstat and Walker rule, even in the nonmonotone case . At each step of the interior point algorithm, a perturbation of the Newton equation is solved by the Preconditioned Conjugate Gradient (PCG) method, with a suitable indefinite preconditioner [6, 7, 8]. The preconditioner is factorized in a Cholesky like form by means of the BLKFCLT routine. The currently implemented IP-PCG is provided of a partial AMPL interface
Keywords for this software
References in zbMATH (referenced in 3 articles , 1 standard article )
Showing results 1 to 3 of 3.
- Bielschowsky, Roberto H.; Gomes, Francisco A.M.: Dynamic control of infeasibility in equality constrained optimization (2008)
- Bonettini, Silvia; Galligani, Emanuele; Ruggiero, Valeria: Inner solvers for interior point methods for large scale nonlinear programming (2007)
- Bonettini, Silvia; Ruggiero, Valeria; Tinti, Federica: On the solution of indefinite systems arising in nonlinear programming problems. (2007)