Inner solvers for interior point methods for large scale nonlinear programming

This paper deals with the solution of nonlinear programming problems arising from elliptic control problems by an interior point scheme. At each step of the scheme, we have to solve a large scale symmetric and indefinite system; inner iterative solvers, with adaptive stopping rule, can be used in order to avoid unnecessary inner iterations, especially when the current outer iterate is far from the solution. In this work, we analyze the method of multipliers and the preconditioned conjugate gradient method as inner solvers for interior point schemes. We discuss on the convergence of the whole approach, on the implementation details and we report results of a numerical experimentation on a set of large scale test problems arising from the discretization of elliptic control problems. A comparison with other interior point codes is also reported.