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Assessing the Potential of Interior Methods for Nonlinear Optimization

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Large-Scale PDE-Constrained Optimization

Part of the book series: Lecture Notes in Computational Science and Engineering ((LNCSE,volume 30))

Abstract

A series of numerical experiments with interior point (LOQO, KNITRO) and active-set sequential quadratic programming (SNOPT, filterSQP) codes are reported and analyzed. The tests were performed with small, medium-size and moderately large problems, and are examined by problem classes. Detailed observations on the performance of the codes, and several suggestions on how to improve them are presented. Overall, interior methods appear to be strong competitors of act ive-set SQP methods, but all codes show much room for improvement.

This author was supported by CONACyT, Asociación Mexicana de Cultura AC, the Fulbright Comission, and National Science Foundation grant CCR 9907818.

These authors were supported by National Science Foundation grant CCR 9907818, and by Department of Energy grant DE-FG02-87ER25047-A004.

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Author information

Authors and Affiliations

  1. Departamento de Matemáticas, Instituto Tecnológico Autónomo de México, Río Hondo 1, Col Tizapán San Angel, México D.F. CP, 01000, México

    José Luis Morales

  2. Electrical and Computer Engineering Department, Northwestern University, Evanston, IL, 60208, USA

    Jorge Nocedal, Richard A. Waltz & Jean-Pierre Goux

  3. Industrial Engineering and Management Sciences Department, Northwestern University, Evanston, IL, 60208, USA

    Guanghui Liu

Authors
  1. José Luis Morales
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  2. Jorge Nocedal
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  3. Richard A. Waltz
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  4. Guanghui Liu
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  5. Jean-Pierre Goux
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Editor information

Editors and Affiliations

  1. Department of Chemical Engineering, Carnegie Mellon University, Pittsburgh, PA, 15213, USA

    Lorenz T. Biegler

  2. Department of Computational and Applied Mathematics, Rice University, 6100 S. Main Street — MS134, Houston, TX, 77005, USA

    Matthias Heinkenschloss

  3. Department of Biomedical Engineering and Civil & Environmental Engineering, Carnegie Mellon University, Pittsburgh, PA, 15213, USA

    Omar Ghattas

  4. Optimization & Uncertainty Estimation Dept., Sandia National Laboratories — MS 0847, P.O. Box 5800, Albuquerque, NM, 87185, USA

    Bart van Bloemen Waanders

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© 2003 Springer-Verlag Berlin Heidelberg

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Morales, J.L., Nocedal, J., Waltz, R.A., Liu, G., Goux, JP. (2003). Assessing the Potential of Interior Methods for Nonlinear Optimization. In: Biegler, L.T., Heinkenschloss, M., Ghattas, O., van Bloemen Waanders, B. (eds) Large-Scale PDE-Constrained Optimization. Lecture Notes in Computational Science and Engineering, vol 30. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-55508-4_10

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  • DOI: https://doi.org/10.1007/978-3-642-55508-4_10

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-05045-2

  • Online ISBN: 978-3-642-55508-4

  • eBook Packages: Springer Book Archive

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