Performance evaluation of an interior point filter line search method for constrained optimization

Bibliographic Details
Main Author: Costa, M. Fernanda P.
Publication Date: 2007
Other Authors: Fernandes, Edite Manuela da G. P.
Language: eng
Source: Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
Download full: http://hdl.handle.net/1822/62915
Summary: Here we present a performance evaluation of three versions of a primal-dual interior point filter line search method for nonlinear programming. Each entry in the filter relies on three components, the feasibility, centrality and optimality, that are present in the first-order optimality conditions. The versions differ in a set of acceptance conditions that are used to consider a trial iterate to be acceptable to the filter. Performance profiles are used to compare the obtained numerical results in terms of the number of iterations and the number of the optimality measure evaluations.
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spelling Performance evaluation of an interior point filter line search method for constrained optimizationnonlinear optimizationinterior point methodfilter line search methodperformance profilesCiências Naturais::MatemáticasScience & TechnologyHere we present a performance evaluation of three versions of a primal-dual interior point filter line search method for nonlinear programming. Each entry in the filter relies on three components, the feasibility, centrality and optimality, that are present in the first-order optimality conditions. The versions differ in a set of acceptance conditions that are used to consider a trial iterate to be acceptable to the filter. Performance profiles are used to compare the obtained numerical results in terms of the number of iterations and the number of the optimality measure evaluations.World Scientific and Engineering Academy and Society (WSEAS)Universidade do MinhoCosta, M. Fernanda P.Fernandes, Edite Manuela da G. P.20072007-01-01T00:00:00Zconference paperinfo:eu-repo/semantics/publishedVersionapplication/pdfhttp://hdl.handle.net/1822/62915eng9789606766145info:eu-repo/semantics/openAccessreponame:Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)instname:FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologiainstacron:RCAAP2024-05-11T05:25:03Zoai:repositorium.sdum.uminho.pt:1822/62915Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireinfo@rcaap.ptopendoar:https://opendoar.ac.uk/repository/71602025-05-28T15:17:56.376401Repositórios Científicos de Acesso Aberto de Portugal (RCAAP) - FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologiafalse
dc.title.none.fl_str_mv Performance evaluation of an interior point filter line search method for constrained optimization
title Performance evaluation of an interior point filter line search method for constrained optimization
spellingShingle Performance evaluation of an interior point filter line search method for constrained optimization
Costa, M. Fernanda P.
nonlinear optimization
interior point method
filter line search method
performance profiles
Ciências Naturais::Matemáticas
Science & Technology
title_short Performance evaluation of an interior point filter line search method for constrained optimization
title_full Performance evaluation of an interior point filter line search method for constrained optimization
title_fullStr Performance evaluation of an interior point filter line search method for constrained optimization
title_full_unstemmed Performance evaluation of an interior point filter line search method for constrained optimization
title_sort Performance evaluation of an interior point filter line search method for constrained optimization
author Costa, M. Fernanda P.
author_facet Costa, M. Fernanda P.
Fernandes, Edite Manuela da G. P.
author_role author
author2 Fernandes, Edite Manuela da G. P.
author2_role author
dc.contributor.none.fl_str_mv Universidade do Minho
dc.contributor.author.fl_str_mv Costa, M. Fernanda P.
Fernandes, Edite Manuela da G. P.
dc.subject.por.fl_str_mv nonlinear optimization
interior point method
filter line search method
performance profiles
Ciências Naturais::Matemáticas
Science & Technology
topic nonlinear optimization
interior point method
filter line search method
performance profiles
Ciências Naturais::Matemáticas
Science & Technology
description Here we present a performance evaluation of three versions of a primal-dual interior point filter line search method for nonlinear programming. Each entry in the filter relies on three components, the feasibility, centrality and optimality, that are present in the first-order optimality conditions. The versions differ in a set of acceptance conditions that are used to consider a trial iterate to be acceptable to the filter. Performance profiles are used to compare the obtained numerical results in terms of the number of iterations and the number of the optimality measure evaluations.
publishDate 2007
dc.date.none.fl_str_mv 2007
2007-01-01T00:00:00Z
dc.type.driver.fl_str_mv conference paper
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/1822/62915
url http://hdl.handle.net/1822/62915
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 9789606766145
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv World Scientific and Engineering Academy and Society (WSEAS)
publisher.none.fl_str_mv World Scientific and Engineering Academy and Society (WSEAS)
dc.source.none.fl_str_mv reponame:Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
instname:FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
instacron:RCAAP
instname_str FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
instacron_str RCAAP
institution RCAAP
reponame_str Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
collection Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
repository.name.fl_str_mv Repositórios Científicos de Acesso Aberto de Portugal (RCAAP) - FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
repository.mail.fl_str_mv info@rcaap.pt
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