Short Tutorial: Getting Started With Ipopt in 90 Minutes
Andreas Wächter
Dagstuhl Seminar Proceedings 2009
A line search method is proposed for nonlinear programming using Fletcher and Leyffer's filter method, which replaces the traditional merit function. A simple modification of the method proposed in a companion paper [SIAM J. Optim., 16 (2005), pp. 1-31] introducing second order correction steps is presented. It is shown that the proposed method does not suffer from the Maratos effect, so that fast local convergence to second order sufficient local solutions is achieved. © 2005 Society for Industrial and Applied Mathematics.
Andreas Wächter
Dagstuhl Seminar Proceedings 2009
Frank E. Curtis, Jorge Nocedal, et al.
SIAM Journal on Optimization
André L. Tits, Andreas Wächter, et al.
SIAM Journal on Optimization
Andreas Wächter, Lorenz T. Biegler
SIAM Journal on Optimization