IPSOL has been prototyped in Matlab and tested on a subset of the CUTEr test problems. This thesis is focused on the algorithm and the details of implementation of IPSOL. We also discuss its performance on the CUTEr test set and compare the results against the current generation barrier solvers LOQO and IPOPT.CG may perform very poorly on ill-condtioned systems and may fail to converge even after a very large number of iterations. ... (or exited giving a direction of negative curvature), except for severly ill-conditioned problems HS85 and HS109 .
|Title||:||IPSOL: An Interior Point Solver for Nonconvex Optimization Problems|
|Publisher||:||ProQuest - 2009|