Start
Dec 12, 2007 - 15:30
End
Dec 12, 2007 - 16:30
Venue
CDEEP Seminar Hall KRESIT (3rd floor)
Event Type
Speaker
Prof. Lorenz T. Biegler
Title
Recent Advances in Barrier Methods in Nonlinear Programming
We present a primal-dual interior point algorithm with a filter line search method for nonlinear programming. Local and global convergence properties of this method were analyzed in previous work. Here we provide a comprehensive description of the method including strategies for second order corrections filter restoration phase scaling and inertia correction of the KKT matrix. This method has been implemented in the IPOPT code which can be downloaded from http://www.coin-or.org. The code has been demonstrated on a broad variety of applications and engineering case studies. These are highlighted in the talk. These results demonstrate very favorable performance of IPOPT.