Please use this identifier to cite or link to this item:
http://hdl.handle.net/1822/62916| Title: | An interior point filter line search method: Main convergence results |
| Author(s): | Costa, M. Fernanda P. Fernandes, Edite Manuela da G. P. |
| Keywords: | nonlinear programming interior point method filter method |
| Issue date: | 2007 |
| Publisher: | American Institute of Physics |
| Journal: | AIP 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. |
| Type: | Conference paper |
| URI: | http://hdl.handle.net/1822/62916 |
| ISBN: | 9780735404472 |
| DOI: | 10.1063/1.2790091 |
| ISSN: | 0094-243X |
| Peer-Reviewed: | yes |
| Access: | Open access |
| Appears in Collections: |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| icnaam2007-CF.pdf | Author's Accepted Manuscript | 99,4 kB | Adobe PDF | View/Open |
