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TitleAssessing the potential of interior point barrier filter line search methods : nonmonotone versus monotone approach
Author(s)Costa, M. Fernanda P.
Fernandes, Edite Manuela da G. P.
KeywordsNonlinear optimization
Nonmonotone line search
Filter method
Interior point method
Issue dateJan-2011
PublisherTaylor & Francis
Abstract(s)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.
DescriptionEm publicação
Publisher version
AccessRestricted access (UMinho)
Appears in Collections:CMAT - Artigos em revistas com arbitragem / Papers in peer review journals
LES/ALG - Artigos em revistas científicas internacionais com arbitragem

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