Practical implementation of an interior point nonmonotone line search filter method

Here we present a primal-dual interior point nonmonotone line search filter method for nonlinear programming. The filter relies on three measures, the feasibility, the centrality and the optimality presented in the optimality conditions, considers relaxed acceptability criteria for the step size and...

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Bibliographic Details
Main Author: Costa, M. Fernanda P. (author)
Other Authors: Fernandes, Edite Manuela da G. P. (author)
Format: article
Language:eng
Published: 2008
Subjects:
Nonlinear programming
Interior point method
Filter method
Line search method
Nonmonotone strategy
Science & Technology
Online Access:https://hdl.handle.net/1822/17155
Country:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/17155

Internet

https://hdl.handle.net/1822/17155

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