A filter algorithm with inexact line search (Q1954692)
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scientific article; zbMATH DE number 6173214
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A filter algorithm with inexact line search |
scientific article; zbMATH DE number 6173214 |
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A filter algorithm with inexact line search (English)
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11 June 2013
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Summary: A filter algorithm with inexact line search is proposed for solving nonlinear programming problems. The filter is constructed by employing the norm of the gradient of the Lagrangian function to the infeasibility measure. Transition to superlinear local convergence is showed for the proposed filter algorithm without second-order correction. Under mild conditions, the global convergence can also be derived. Numerical experiments show the efficiency of the algorithm.
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