An NLP Solver based on a primal-dual interior-point filter
ipfilter is a solver for nonlinear programming problems (defined by the minimization
of an objective function in a feasible region defined by equality and inequality
ipfilter is freely available for academic purposes (i.e., as a tool
for education or for basic research, as well as for benchmarking).
- 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 firstname.lastname@example.org.
The ipfilter team:
- 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
- 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
test set 1 (old CUTE): list and
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)