• Publications
  • Influence
On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
A comprehensive description of the primal-dual interior-point algorithm with a filter line-search method for nonlinear programming is provided, including the feasibility restoration phase for the filter method, second-order corrections, and inertia correction of the KKT matrix. Expand
An algorithmic framework for convex mixed integer nonlinear programs
A class of hybrid algorithms, of which branch-and-bound and polyhedral outer approximation are the two extreme cases, are proposed and implemented and Computational results that demonstrate the effectiveness of this framework are reported. Expand
Branching and bounds tighteningtechniques for non-convex MINLP
An sBB software package named couenne (Convex Over- and Under-ENvelopes for Non-linear Estimation) is developed and used for extensive tests on several combinations of BT and branching techniques on a set of publicly available and real-world MINLP instances and is compared with a state-of-the-art MINLP solver. Expand
Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
Under mild assumptions it is shown that every limit point of the sequence of iterates generated by the algorithm is feasible, and that there exists at least one limit point that is a stationary point for the problem under consideration. Expand
Advances in simultaneous strategies for dynamic process optimization
Abstract Following on the popularity of dynamic simulation for process systems, dynamic optimization has been identified as an important task for key process applications. In this study, we presentExpand
Failure of global convergence for a class of interior point methods for nonlinear programming
It is shown that a class of interior point methods for general nonlinear programming, including some current methods, is not globally convergent, and those algorithms produce limit points that are neither feasible nor stationary points of some measure of the constraint violation, when applied to a well-posed problem. Expand
Line Search Filter Methods for Nonlinear Programming: Local Convergence
It is shown that the proposed line search method does not suffer from the Maratos effect, so that fast local convergence to second order sufficient local solutions is achieved. Expand
Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
It is proved that, under reasonable conditions and for every possible choice of the starting point, the sequence of iterates has at least one first-order critical accumulation point. Expand
Adaptive Barrier Update Strategies for Nonlinear Interior Methods
A globalization framework that ensures the convergence of adaptive interior methods, and examines convergence failures of the Mehrotra predictor-corrector algorithm are proposed. Expand
Short Tutorial: Getting Started With Ipopt in 90 Minutes
  • A. Wächter
  • Computer Science
  • Combinatorial Scientific Computing
  • 2009
This tutorial gives a short introduction to PIpopt, an open-source software package for large-scale non- linear optimization that should allow the reader to install and test the package on a UNIX-like system, and to run simple examples in a short time. Expand