Assessing the potential of interior methods for nonlinear optimization

Abstract. A series of numerical experiments with interior point (LOQO, KNI-TRO) and active-set sequential quadratic programming (SNOPT, lterSQP) codes are reported and analyzed. The tests were performed with small, medium-size and moderately large problems, and are examined by problem classes. Detailed obser-vations on the performance of the codes, and several suggestions on how to improve them are presented. Overall, interior methods appear to be strong competitors of active-set SQP methods, but all codes show much room for improvement.