CONOPT: A GRG code for large sparse dynamic nonlinear optimization problems

Drud, Arne

doi:10.1007/bf02591747

Cited by 332 publications

(176 citation statements)

References 16 publications

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“…The Minos [29] and Lancelot [12] packages, which were the first widely available codes capable of solving problems with tens of thousands of variables and constraints, implement augmented Lagrangian methods. Another well established package is Conopt [14], which offers reduced Hessian and SQP methods.…”

Section: Introductionmentioning

confidence: 99%

Knitro: An Integrated Package for Nonlinear Optimization

Byrd

Nocedal

Waltz

2006

Nonconvex Optimization and Its Applications

754

518

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This paper describes Knitro 5.0, a C-package for nonlinear optimization that combines complementary approaches to nonlinear optimization to achieve robust performance over a wide range of application requirements. The package is designed for solving large-scale, smooth nonlinear programming problems, and it is also effective for the following special cases: unconstrained optimization, nonlinear systems of equations, least squares, and linear and quadratic programming. Various algorithmic options are available, including two interior methods and an active-set method. The package provides crossover techniques between algorithmic options as well as automatic selection of options and settings.

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Section: Introductionmentioning

confidence: 99%

Knitro: An Integrated Package for Nonlinear Optimization

Byrd

Nocedal

Waltz

2006

Nonconvex Optimization and Its Applications

754

518

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“…Inexact restoration (IR) methods (see [1,2,3]) are modern versions of the classical feasible methods ( [4,5,6,7,8,9,10,11,12]) for nonlinear programming. The main iteration of an IR algorithm consists of two phases: in the restoration phase, infeasibility is reduced and in the optimality phase a Lagrangian function is approximately minimized on an appropriate linear approximation of the constraints.…”

Section: Introductionmentioning

confidence: 99%

Local Convergence of an Inexact-Restoration Method and Numerical Experiments

Birgin

Martínez

2005

J Optim Theory Appl

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“…A description of the algorithm and its implementation may be found in GAMS (1997). A more detailed version thereof is reported in Drud (1985Drud ( , 1992.…”

Section: Optimization Methodsmentioning

confidence: 99%