Assessment of a primal-dual interior point method using a three-D filter line search strategy
In this paper, we analyze a possible way to implement a filter line search approach based on three measures in a primal-dual interior point method for nonlinear programming. Two measures arise directly from the first order optimality conditions of the problem and the other is the barrier function. W...
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| Format: | conferencePaper |
| Language: | eng |
| Published: |
2010
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| Online Access: | http://hdl.handle.net/1822/16503 |
| Country: | Portugal |
| Oai: | oai:repositorium.sdum.uminho.pt:1822/16503 |