On interior point multidimensional filter line search methods for constrained optimization

Detalhes bibliográficos
Autor(a) principal: Costa, M. Fernanda P.
Data de Publicação: 2007
Outros Autores: Fernandes, Edite Manuela da G. P.
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
Texto Completo: http://hdl.handle.net/1822/62918
Resumo: This paper aims to compare primal-dual interior point multidimensional filter line search methods for nonlinear programming. The multidimensional filter is based on the constraint violations and aims to enforce their convergence to zero. To prevent convergence to feasible nonoptimal points a standard monotone sufficient reduction condition is also imposed on the barrier function for a trial iterate to be acceptable. Nonmonotone reduction conditions that allow an increase in the filter entries and in the barrier function at each iteration are also implemented. Numerical experiments with both variants as well as a comparison with a merit function approach are reported.
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spelling On interior point multidimensional filter line search methods for constrained optimizationFilter line search methodInterior point methodNonlinear optimizationCiências Naturais::MatemáticasThis paper aims to compare primal-dual interior point multidimensional filter line search methods for nonlinear programming. The multidimensional filter is based on the constraint violations and aims to enforce their convergence to zero. To prevent convergence to feasible nonoptimal points a standard monotone sufficient reduction condition is also imposed on the barrier function for a trial iterate to be acceptable. Nonmonotone reduction conditions that allow an increase in the filter entries and in the barrier function at each iteration are also implemented. Numerical experiments with both variants as well as a comparison with a merit function approach are reported.The financial support from FCT Project POCTI/MAT/61842/2004 is gratefully acknowledged.Universidade do MinhoCosta, M. Fernanda P.Fernandes, Edite Manuela da G. P.20072007-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/1822/62918eng1790-0832info: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:RCAAP2024-05-11T07:22:31Zoai:repositorium.sdum.uminho.pt:1822/62918Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireinfo@rcaap.ptopendoar:https://opendoar.ac.uk/repository/71602025-05-28T16:24:56.103449Repositórios 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 On interior point multidimensional filter line search methods for constrained optimization
title On interior point multidimensional filter line search methods for constrained optimization
spellingShingle On interior point multidimensional filter line search methods for constrained optimization
Costa, M. Fernanda P.
Filter line search method
Interior point method
Nonlinear optimization
Ciências Naturais::Matemáticas
title_short On interior point multidimensional filter line search methods for constrained optimization
title_full On interior point multidimensional filter line search methods for constrained optimization
title_fullStr On interior point multidimensional filter line search methods for constrained optimization
title_full_unstemmed On interior point multidimensional filter line search methods for constrained optimization
title_sort On interior point multidimensional filter line search methods 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 Filter line search method
Interior point method
Nonlinear optimization
Ciências Naturais::Matemáticas
topic Filter line search method
Interior point method
Nonlinear optimization
Ciências Naturais::Matemáticas
description This paper aims to compare primal-dual interior point multidimensional filter line search methods for nonlinear programming. The multidimensional filter is based on the constraint violations and aims to enforce their convergence to zero. To prevent convergence to feasible nonoptimal points a standard monotone sufficient reduction condition is also imposed on the barrier function for a trial iterate to be acceptable. Nonmonotone reduction conditions that allow an increase in the filter entries and in the barrier function at each iteration are also implemented. Numerical experiments with both variants as well as a comparison with a merit function approach are reported.
publishDate 2007
dc.date.none.fl_str_mv 2007
2007-01-01T00:00:00Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
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status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/1822/62918
url http://hdl.handle.net/1822/62918
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 1790-0832
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
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instname_str FCCN, serviços digitais da FCT – Fundação para a Ciência e a Tecnologia
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reponame_str Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
collection Repositórios Científicos de Acesso Aberto de Portugal (RCAAP)
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repository.mail.fl_str_mv info@rcaap.pt
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