Please use this identifier to cite or link to this item: http://hdl.handle.net/1822/9683

TitleIncorporating a four-dimensional filter line search method into an interior point framework
Author(s)Costa, M. Fernanda P.
Fernandes, Edite Manuela da G. P.
KeywordsNonlinear optimization
Interior point
Filter method
Issue date2009
CitationINTERNATIONAL CONFERENCE ON COMPUTATIONAL AND MATHEMATICAL METHODS IN SCIENCE AND ENGINEERING, Gijón, Spain, 2009 – “CMMSE 2009 : proceedings”. [Gijón : s.n., 2009].
Abstract(s)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.
TypeConference paper
URIhttp://hdl.handle.net/1822/9683
Peer-Reviewedyes
AccessOpen access
Appears in Collections:CMAT - Artigos em atas de conferências e capítulos de livros com arbitragem / Papers in proceedings of conferences and book chapters with peer review
LES/ALG - Textos completos em actas de encontros científicos internacionais com arbitragem

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