Practical implementation of an interior point nonmonotone line search filter method

DOI10.1080/00207160701294442zbMath1138.65044OpenAlexW2168617555MaRDI QIDQ5459727

M. Fernanda P. Costa, Edite M. G. P. Fernandes

Publication date: 29 April 2008

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1822/17155

zbMATH Keywords

numerical examplesnonlinear programminginterior point methodfilter methodline search methodnonmonotone strategy

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Interior-point methods (90C51)

Related Items (3)

Multi-objective memetic algorithm: comparing artificial neural networks and pattern search filter method approaches ⋮ Assessing the potential of interior point barrier filter line search methods: nonmonotoneversusmonotone approach ⋮ Interior point filter method for semi-infinite programming problems

Uses Software

• LOQO
• Ipopt

Cites Work

• Test examples for nonlinear programming codes
• An interior-point algorithm for nonconvex nonlinear programming
• Interior-point methods for nonconvex nonlinear programming: jamming and numerical testing
• Interior-point methods for nonconvex nonlinear programming: Filter methods and merit functions
• A globally convergent primal-dual interior-point filter method for nonlinear programming
• A class on nonmonotone stabilization methods in unconstrained optimization
• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• Numerical Optimization
• LOQO:an interior point code for quadratic programming
• A Nonmonotone Line Search Technique for Newton’s Method
• Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
• Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
• Line Search Filter Methods for Nonlinear Programming: Local Convergence
• A nonmonotone inexact Newton method
• Nonlinear programming without a penalty function.

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