Assessing the potential of interior point barrier filter line search methods : nonmonotone versus monotone approach

Abstract

In this paper, we present a numerical study of three nonmonotone filter line search techniques, as well as a three-dimensional filter approach, when incorporated into the solver IPOPT, a primal-dual barrier method developed by W¨achter and Biegler [Mathematical Programming 106 (2006), pp. 25–57] for nonlinear programming. Primary assessment of the proposals has been done with sets of small- and medium-scale problems and large-scale problems separately. Results show that the use of nonmonotone globalization strategies improves efficiency.