"An Interior Point Algorithm for Large Scale Nonlinear Programming "
R.H. Byrd, M.E. Hribar, J. Nocedal
SIAM J. Optimization, 9,4, pp.877-900 (1999)
The design and implementation of a new algorithm for solving large nonlinear programming problems is described. It follows a barrier approach that employs sequential quadratic programming and trust regions to solve the subproblems occurring in the iteration. Both primal and primal-dual versions of the algorithm are developed, and their performance is illustrated in a set of numerical tests.