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...

Full description

Bibliographic Details
Main Author: Costa, M. Fernanda P. (author)
Other Authors: Fernandes, Edite Manuela da G. P. (author)
Format: conferencePaper
Language:eng
Published: 2008
Subjects:
Nonlinear optimization
Interior point
Filter method
Online Access:http://hdl.handle.net/1822/9690
Country:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/9690

Internet

http://hdl.handle.net/1822/9690

Similar Items