|
Abstract. An interior-point method for nonlinear programming is presented. It enjoys the flexibility of switching between a line search
method that computes steps by factoring the primal-dual equations and a trust region method that uses a conjugate gradient
iteration. Steps computed by direct factorization are always tried first, but if they are deemed ineffective, a trust region
iteration that guarantees progress toward stationarity is invoked. To demonstrate its effectiveness, the algorithm is implemented
in the Knitro [6,28] software package and is extensively tested on a wide selection of test problems.
|
