A filter algorithm with inexact line search
type: Item
instance of: scholarly article
title: A filter algorithm with inexact line search
zbMATH Open document ID: 1264.90161
DOI: 10.1155/2012/349178
author: Meiling Liu
author: Qinmin Wu
author: Xue-Qian Li
published in: Mathematical Problems in Engineering
publication date: 2013-06-11T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 65K05
zbMATH DE Number: 6173214
Wikidata QID: Q58911474
describes a project that uses: SNOPT
describes a project that uses: ipfilter
describes a project that uses: Ipopt
describes a project that uses: CUTEr
describes a project that uses: CUTE
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2012/349178
OpenAlex ID: W2059550728
cites work: Nonlinear programming without a penalty function.
cites work: Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
cites work: On the Global Convergence of a Filter--SQP Algorithm
cites work: On the global convergence of an SLP-filter algorithm that takes EQP steps
cites work: Global Convergence of Filter Methods for Nonlinear Programming
cites work: On the superlinear local convergence of a filter-SQP method
cites work: A globally convergent primal-dual interior-point filter method for nonlinear programming
cites work: On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
cites work: Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
cites work: Line Search Filter Methods for Nonlinear Programming: Local Convergence
cites work: A Filter-Trust-Region Method for Unconstrained Optimization
cites work: Global convergence of a tri-dimensional filter SQP algorithm based on the line search method
cites work: A nonmonotone filter trust region method for nonlinear constrained optimization
cites work: A derivative-free filter method for solving nonlinear complementarity problems
cites work: Numerical Optimization
cites work: Q4465177
cites work: CUTE
cites work: SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
description: scientific article; zbMATH DE number 6173214