ipfilter

An NLP Solver based on a primal-dual interior-point filter
algorithm

- ipfilter (version 0.3) is written in Fortran 90.
- ipfilter provides interfaces to AMPL and SIF and a user 'standard' Fortran interface.
- ipfilter is capable of solving large-scale NLPs. The sparse linear algebra uses MA57 from HSL.
- Version 0.3 requires first and second-order derivatives
for all the functions defining the problem.

- Version 0.3 of ipfilter can be obtained by sending e-mail to ipfilter@mat.uc.pt.

References:

- M. Ulbrich, S. Ulbrich, and L. N. Vicente,
*A globally convergent primal-dual interior-point filter method for nonlinear programming*, Mathematical Programming, 100 (2004) 379-410 PDF

- R. Silva, M. Ulbrich, S. Ulbrich, and L. N. Vicente,
*A globally convergent primal-dual interior-point filter method for nonlinear programming: new filter optimality measures and computational results*, pre-print 08-49, Department of Mathematics, University of Coimbra PDF

test set 1 (old CUTE): list and tar.gz

test set 2 (CUTEr): list

Renata Silva and Luís Nunes Vicente (University of Coimbra)

Michael Ulbrich (Technical University of Munich)

Stefan Ulbrich (Technical University of Darmstadt)