@article{ByrdHribNoce00:siopt, author = {R. H. Byrd and M. E. Hribar and J. Nocedal}, title = {An Interior Point Algorithm for Large Scale Nonlinear Programming}, journal = SIOPT, volume = 9, number = 4, pages = {877-900}, year = 1999, abstract = {We describe a new algorithm for solving large nonlinear programming problems. It incorporates within the interior point method two powerful tools for solving nonlinear problems: sequential quadratic programming (SQP) and trust region techniques. SQP ideas are used to efficiently handle nonlinearities in the constraints. Trust region strategies allow the algorithm to treat convex and non-convex problems uniformly, permit the direct use of second derivative information and provide a safeguard in the presence of nearly dependent constraint gradients. Both primal and primal-dual versions of the algorithm are developed, and their performance is compared with that of LANCELOT on a set of large and difficult nonlinear problems.}, summary = {An algorithm for solving large nonlinear programming problems is described. It incorporates SQP and trust-region techniques within the interior-point method. SQP ideas are used to efficiently handle nonlinearities in the constraints. Trust-region strategies allow the algorithm to treat convex and non-convex problems uniformly, permit the direct use of second derivative information and provide a safeguard in the presence of nearly dependent constraint gradients. Both primal and primal-dual versions of the algorithm are developed, and their performance is compared with that of {\sf LANCELOT} on a set of large and difficult nonlinear problems.}}