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TitleAssessment of a primal-dual interior point method using a three-D filter line search strategy
Author(s)Costa, M. Fernanda P.
Fernandes, Edite Manuela da G. P.
KeywordsNonlinear programming
Interior-point method
Filter method
Issue date2010
PublisherAIP Publishing
JournalAIP Conference Proceedings
Abstract(s)In this paper, we analyze a possible way to implement a filter line search approach based on three measures in a primal-dual interior point method for nonlinear programming. Two measures arise directly from the first order optimality conditions of the problem and the other is the barrier function. We solve a well-known set of small and medium-scale optimization problems and the results show that such an approach is effective in reaching the solutions.
TypeConference paper
AccessRestricted access (UMinho)
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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