Utilize este identificador para referenciar este registo:
https://hdl.handle.net/1822/16571
Título: | A filter inexact-restoration method for nonlinear programming |
Autor(es): | Monteiro, M. Teresa T. Silva, Cândida |
Palavras-chave: | Filter method Inexact restoration Line search |
Data: | 2008 |
Editora: | Springer |
Revista: | TOP |
Resumo(s): | A new iterative algorithm based on the inexact-restoration (IR) approach combined with the filter strategy to solve nonlinear constrained optimization problems is presented. The high level algorithm is suggested by Gonzaga et al. [7] but not yet implemented - the internal algorithms are not proposed. The filter, a new concept introduced by Fletcher and Leyffer [3], replaces the merit function avoiding the penalty parameter estimation and the difficulties related to the nondifferentiability. In the IR approach two independent phases are performed in each iteration - the feasibility and the optimality phases. The line search filter is combined with the first one phase to generate a “more feasible” point and then it is used in the optimality phase to reach an “optimal” point. Numerical experiences with a collection of AMPL problems and a performance comparison with IPOPT are provided. |
Tipo: | Artigo |
URI: | https://hdl.handle.net/1822/16571 |
DOI: | 10.1007/s11750-008-0038-3 |
ISSN: | 1134-5764 1863-8279 |
Versão da editora: | http://www.springerlink.com/ |
Arbitragem científica: | yes |
Acesso: | Acesso aberto |
Aparece nas coleções: | LES/ALG - Artigos em revistas científicas internacionais com arbitragem |
Ficheiros deste registo:
Ficheiro | Descrição | Tamanho | Formato | |
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artigo_top_ult.pdf | 762,35 kB | Adobe PDF | Ver/Abrir |