On minimizing objective and KKT error in a filter line search strategy for an interior point method

This paper carries out a numerical study of filter line search strategies that aim at minimizing the objective function and the Karush- Kuhn-Tucker (KKT) vector error in order to encourage global convergence of interior point methods. These filter strategies are implemented in an infeasible primal-d...

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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: 2011
Subjects:
Filter method
Line search
Nonlinear programming
Interior point method
Science & Technology
Online Access:http://hdl.handle.net/1822/14691
Country:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/14691

Internet

http://hdl.handle.net/1822/14691

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