An interior point filter line search method: Main convergence results

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 th...

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Bibliographic Details
Main Author: Costa, M. Fernanda P. (author)
Other Authors: Fernandes, Edite Manuela da G. P. (author)
Format: conferencePaper
Language:eng
Published: 2007
Subjects:
nonlinear programming
interior point method
filter method
Ciências Naturais::Matemáticas
Science & Technology
Online Access:http://hdl.handle.net/1822/62916
Country:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/62916

Internet

http://hdl.handle.net/1822/62916

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