Comparison of filter line search algorithms in the primal-dual barrier approach for nonlinear programming

In this paper, we present a new filter line search method based on two measures that is integrated into the primal-dual barrier method developed by Wachter and Biegler [Mathematical Programming 106 (2006), pp. 25--57] for nonlinear programming. One measure arises directly from the first order optima...

ver descrição completa

Detalhes bibliográficos
Autor principal: Costa, M. Fernanda P. (author)
Outros Autores: Fernandes, Edite Manuela da G. P. (author)
Formato: conferencePaper
Idioma:eng
Publicado em: 2009
Assuntos:
Texto completo:http://hdl.handle.net/1822/9675
País:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/9675