Incorporating a four-dimensional filter line search method into an interior point framework

Bibliographic Details
Main Author: Costa, M. Fernanda P.
Publication Date: 2009
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/1822/9683
Summary: Here we incorporate a four-dimensional filter line search method into an infeasible primal-dual interior point framework for nonlinear programming. Each entry in the filter has four components measuring dual feasibility, complementarity, primal feasibility and optimality. Three measures arise directly from the first order optimality conditions of the problem and the fourth is the objective function, so that convergence to a stationary point that is a minimizer is guaranteed. The primary assessment of the method has been done with a well-known collection of small problems.
id RCAP_9b157d1e1f484c912d8a3d3d772dca58
oai_identifier_str oai:repositorium.sdum.uminho.pt:1822/9683
network_acronym_str RCAP
network_name_str Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
repository_id_str https://opendoar.ac.uk/repository/7160
spelling Incorporating a four-dimensional filter line search method into an interior point frameworkNonlinear optimizationInterior pointFilter methodHere we incorporate a four-dimensional filter line search method into an infeasible primal-dual interior point framework for nonlinear programming. Each entry in the filter has four components measuring dual feasibility, complementarity, primal feasibility and optimality. Three measures arise directly from the first order optimality conditions of the problem and the fourth is the objective function, so that convergence to a stationary point that is a minimizer is guaranteed. The primary assessment of the method has been done with a well-known collection of small problems.Universidade do MinhoCosta, M. Fernanda P.Fernandes, Edite Manuela da G. P.20092009-01-01T00:00:00Zconference paperinfo:eu-repo/semantics/publishedVersionapplication/pdfhttp://hdl.handle.net/1822/9683engINTERNATIONAL CONFERENCE ON COMPUTATIONAL AND MATHEMATICAL METHODS IN SCIENCE AND ENGINEERING, Gijón, Spain, 2009 – “CMMSE 2009 : proceedings”. [Gijón : s.n., 2009].info: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:RCAAP2024-05-11T04:54:41Zoai:repositorium.sdum.uminho.pt:1822/9683Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireinfo@rcaap.ptopendoar:https://opendoar.ac.uk/repository/71602025-05-28T15:02:28.580618Repositórios 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 Incorporating a four-dimensional filter line search method into an interior point framework
title Incorporating a four-dimensional filter line search method into an interior point framework
spellingShingle Incorporating a four-dimensional filter line search method into an interior point framework
Costa, M. Fernanda P.
Nonlinear optimization
Interior point
Filter method
title_short Incorporating a four-dimensional filter line search method into an interior point framework
title_full Incorporating a four-dimensional filter line search method into an interior point framework
title_fullStr Incorporating a four-dimensional filter line search method into an interior point framework
title_full_unstemmed Incorporating a four-dimensional filter line search method into an interior point framework
title_sort Incorporating a four-dimensional filter line search method into an interior point framework
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
Filter method
topic Nonlinear optimization
Interior point
Filter method
description Here we incorporate a four-dimensional filter line search method into an infeasible primal-dual interior point framework for nonlinear programming. Each entry in the filter has four components measuring dual feasibility, complementarity, primal feasibility and optimality. Three measures arise directly from the first order optimality conditions of the problem and the fourth is the objective function, so that convergence to a stationary point that is a minimizer is guaranteed. The primary assessment of the method has been done with a well-known collection of small problems.
publishDate 2009
dc.date.none.fl_str_mv 2009
2009-01-01T00:00:00Z
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/1822/9683
url http://hdl.handle.net/1822/9683
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv INTERNATIONAL CONFERENCE ON COMPUTATIONAL AND MATHEMATICAL METHODS IN SCIENCE AND ENGINEERING, Gijón, Spain, 2009 – “CMMSE 2009 : proceedings”. [Gijón : s.n., 2009].
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.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
_version_ 1833595058422546432

Similar Items