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TitleAn interior point filter line search method: Main convergence results
Author(s)Costa, M. Fernanda P.
Fernandes, Edite Manuela da G. P.
Keywordsnonlinear programming
interior point method
filter method
Issue date2007
PublisherAmerican Institute of Physics
JournalAIP Conference Proceedings
Abstract(s)Here we present the main convergence results of an interior point filter line search method for nonlinear programming. Each entry in the filter relies on three components, feasibility, centrality and optimality, that are present in the optimality conditions. Preliminary numerical experiments show that the method is promising.
TypeConference paper
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

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