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TitleComparison of filter line search algorithms in the primal-dual barrier approach for nonlinear programming
Author(s)Costa, M. Fernanda P.
Fernandes, Edite Manuela da G. P.
KeywordsPrimal-dual barrier
Filter line search
Nonlinear programming
Barrier method
Filter method
Issue date2009
PublisherAIP Publishing
JournalAIP Conference Proceedings
CitationSIMOS, T. E. ; PSIHOYIOS, G. ; TSITOURAS, C., ed. lit., - “Numerical analysis and applied mathematics: proceedings of the AIP International Conference, Rethymno, Crete, Greece, 2009”. [S.l.] : American Institute of Physics, 2009. ISBN 978-0-7354-0705-3. vol. 1168, p. 1370-1373.
Abstract(s)In this paper, we present a new filter line search method based on two measures that is integrated into the primal-dual barrier method developed by Wachter and Biegler [Mathematical Programming 106 (2006), pp. 25--57] for nonlinear programming. One measure arises directly from the first order optimality conditions of the problem and the other is the barrier function. Primary assessment of the method has been done with a well-known collection of problems and compared with the solver IPOPT.
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
LES/ALG - Textos completos em actas de encontros científicos internacionais com arbitragem

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