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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Detalhes bibliográficos
Autor principal: Costa, M. Fernanda P. (author)
Outros Autores: Fernandes, Edite Manuela da G. P. (author)
Formato: conferencePaper
Idioma:eng
Publicado em: 2007
Assuntos:
Texto completo:http://hdl.handle.net/1822/62916
País:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/62916