On the Implementation of a Primal-Dual Interior Point Filter Line Search Algorithm for Large-Scale Nonlinear Programming. Wächter, A. & Biegler, L. T. Mathematical Programming, 106(1):25–57, Springer, 2006.
doi  bibtex   
@Article{Wachter2006a,
    author      = {Andreas W\"{a}chter and Lorenz T. Biegler},
    title       = {On the Implementation of a Primal-Dual Interior Point Filter Line Search Algorithm for Large-Scale Nonlinear Programming},
    doi         = {10.1007/s10107-004-0559-y},
    isbn        = {1010700405},
    journal     = {Mathematical Programming},
    number      = {1},
    pages       = {25--57},
    publisher   = {Springer},
    volume      = {106},
    year        = {2006}
}

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