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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| Formato: | conferencePaper |
| Idioma: | eng |
| Publicado em: |
2011
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| Texto completo: | http://hdl.handle.net/1822/14691 |
| País: | Portugal |
| Oai: | oai:repositorium.sdum.uminho.pt:1822/14691 |