IP-PCG is a C++ software designed to solve large-scale Nonlinear Programming Problems (NLP) with equality, inequality and box constraints. It employs a Newton inexact interior point algorithm with a nonmonotone line search strategy. At each step of the interior point algorithm, a perturbation of the Newton equation is solved by the Preconditioned Conjugate Gradient (PCG) method, with a suitable indefinite preconditioner The main features of the code are: 1)Sparse matrix representation; 2)Iterative solution of the inner linear system with an adaptive stopping criterion; 3)Four different representation of the Newton system; 4)Direct factorization of the preconditioner; 5)Three different PCG algorithms; 6)Partial AMPL interface;

IP-PCG

BONETTINI, Silvia;RUGGIERO, Valeria;TINTI, Federica
2006

Abstract

IP-PCG is a C++ software designed to solve large-scale Nonlinear Programming Problems (NLP) with equality, inequality and box constraints. It employs a Newton inexact interior point algorithm with a nonmonotone line search strategy. At each step of the interior point algorithm, a perturbation of the Newton equation is solved by the Preconditioned Conjugate Gradient (PCG) method, with a suitable indefinite preconditioner The main features of the code are: 1)Sparse matrix representation; 2)Iterative solution of the inner linear system with an adaptive stopping criterion; 3)Four different representation of the Newton system; 4)Direct factorization of the preconditioner; 5)Three different PCG algorithms; 6)Partial AMPL interface;
mathematical software; nonlinear constrained optimization; interior point algorithm; inexact Newton method; AMPL interface
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11392/525226
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