| NITRO | Authors | Richard H. Byrd
Computer Science Department, University of Colorado, Boulder, CO 80308 Phone: 303-492-8014, Fax: 303-492-2844 Email: richard@cs.colorado.edu Mary E. Hribar CAAM Department, Rice University, Houston TX 77005 Jorge Nocedal ECE Department, Northwestern University,Evanston Il 60208-3118 Phone: (847) 491-5038, Fax: (847) 467-4144 Email: nocedal@ece.nwu.edu |
| Language | FORTRAN | |
| Algorithm | Interior Point Trust Region | |
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| Modeling Languages link | ||
| Commercial Status | ||
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| Remarks | A barrier approach is used that employs sequential quadratic programming and trust regions to solve the subproblems occuring in the iteration. Both primal and primal-dual versions of the algorithm are developed.
Comparisons between NITRO and LANCELOT illustrates the performances of the package. | |
| References: | R.H., Byrd, M.E. Hribar, J. Nocedal, An Interior Point Algorithm for Large Scale Nonlinear Programming. Optimization Technology Center, Argonne National Laboratory, Technical Report OTC 97/05. |
