Please use this identifier to cite or link to this item: http://hdl.handle.net/1822/9690

TitleA three-D filter line search method within an interior point framework
Author(s)Costa, M. Fernanda P.
Fernandes, Edite Manuela da G. P.
KeywordsNonlinear optimization
Interior point
Filter method
Issue date2008
CitationINTERNATIONAL CONFERENCE ON COMPUTATIONAL AND MATHEMATICAL METHODS IN SCIENCE AND ENGINEERING, Murcia, Spain, 2008 – “CMMSE 2008 : proceedings”. [Murcia : s.n., 2009].
Abstract(s)Here we present a primal-dual interior point three-dimensional filter line search method for nonlinear programming. The three components of the filter aim to measure adequacy of feasibility, centrality and optimality of trial iterates. The algorithm also relies on a monotonic barrier parameter reduction and it includes a feasibility/centrality restoration phase. Numerical experiments with a set of well-known problems are carried out and a comparison with a previous implementation that differs on the optimality measure is presented.
TypeConference paper
URIhttp://hdl.handle.net/1822/9690
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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