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Implementing accelerating Heuristics #86

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sshin23 opened this issue Sep 15, 2021 · 0 comments
Open

Implementing accelerating Heuristics #86

sshin23 opened this issue Sep 15, 2021 · 0 comments

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@sshin23
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sshin23 commented Sep 15, 2021

The heuristics discussed in Section 3.2 of the Ipopt paper is not implemented in MadNLP. This should be implemented for the performance improvement

@Article{wachter2006implementation,
title={On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming},
author={W{"a}chter, Andreas and Biegler, Lorenz T},
journal={Mathematical programming},
volume={106},
number={1},
pages={25--57},
year={2006},
publisher={Springer}
}

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