A three-D filter line search method within an interior point framework
Here we present a primal-dual interior point three-dimensional filter line search method for nonlinear programming. The three components of the filter aim to measure adequacy of feasibility, centrality and optimality of trial iterates. The algorithm also relies on a monotonic barrier parameter reduc...
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| Formato: | conferencePaper |
| Idioma: | eng |
| Publicado em: |
2008
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| Texto completo: | http://hdl.handle.net/1822/9690 |
| País: | Portugal |
| Oai: | oai:repositorium.sdum.uminho.pt:1822/9690 |