IP-PCG

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;