Exterior-Point Algorithms for Solving Large-Scale Nonlinear Optimization Problems

Abstract

Although many efficient solvers exist for solving nonlinear optimization problems, there is none that performs well on all problems or outperforms all methods. Therefore, developing new methods for solving optimization problems continues to be important. Exterior-point methods (EPMs) for solving nonlinear optimization problems have promising convergence properties established by theoretical analysis, but no numerically efficient implementation of exterior-point methods exists.