A filter algorithm: comparison with NLP solvers

The purpose of this work is to present an algorithm to solve nonlinear constrained optimization problems, using the filter method with the inexact restoration (IR) approach. In the IR approach two independent phases are performed in each iteration—the feasibility and the optimality phases. The first...

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Bibliographic Details
Main Author: Monteiro, M. Teresa T. (author)
Other Authors: Silva, Cândida (author)
Format: article
Language:eng
Published: 2008
Subjects:
Online Access:https://hdl.handle.net/1822/17109
Country:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/17109