A globally convergent primal-dual interior-point filter method for nonlinear programming
In this paper, the filter technique of Fletcher and Leyffer (1997) is used to globalize the primal-dual interior-point algorithm for nonlinear programming, avoiding the use of merit functions and the updating of penalty parameters. The new algorithm decomposes the primal-dual step obtained from the...
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| Other Authors: | , |
| Format: | article |
| Language: | eng |
| Published: |
2004
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| Online Access: | http://hdl.handle.net/10316/7764 |
| Country: | Portugal |
| Oai: | oai:estudogeral.sib.uc.pt:10316/7764 |