Recent developments of interior point methods for nonlinear optimization

International audienceIn nonlinear optimization, interior point methods, also called primal-dual methods, have received a great attention from several years. It is now well established that these methods are quite efficient for solving large scale problems with a great number of inequality constraints. In this talk, we propose to review state-of-the-art methods and softwares for solving a nonlinear programming problem by means of an interior point algorithm. We will also present some recent progress in this yet active research field. We will show their impact on thedesign and the analysis of new algorithms and efficient softwares. In particular we will talk on some recent results obtained by a software currently in development in our laboratory