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...
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| Format: | conferencePaper |
| Language: | eng |
| Published: |
2009
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| Online Access: | http://hdl.handle.net/1822/9675 |
| Country: | Portugal |
| Oai: | oai:repositorium.sdum.uminho.pt:1822/9675 |