作者：Wachter, A; Biegler, LT
作者单位：International Business Machines (IBM); IBM USA; Carnegie Mellon University
摘要：We present a primal-dual interior-point algorithm with a filter line-search method for nonlinear programming. Local and global convergence properties of this method were analyzed in previous work. Here we provide a comprehensive description of the algorithm, including the feasibility restoration phase for the filter method, second-order corrections, and inertia correction of the KKT matrix. Heuristics are also considered that allow faster performance. This method has been implemented in the IP...
作者：Fortz, B; Mahjoub, AR; McCormick, ST; Pesneau, P
作者单位：Universite Catholique Louvain; Universite Clermont Auvergne (UCA); Centre National de la Recherche Scientifique (CNRS); University of British Columbia
摘要：We consider the network design problem which consists in determining at minimum cost a 2-edge connected network such that the shortest cycle (a ring) to which each edge belongs, does not exceed a given length K. We identify a class of inequalities, called cycle inequalities, valid for the problem and show that these inequalities together with the so-called cut inequalities yield an integer programming formulation of the problem in the space of the natural design variables. We then study the po...
