A line search filter algorithm with inexact step computations for equality constrained optimization
type: Item
instance of: scholarly article
title: A line search filter algorithm with inexact step computations for equality constrained optimization
zbMATH Open document ID: 1244.65091
author: Xiaojing Zhu
author: Dingguo Pu
published in: Applied Numerical Mathematics
publication date: 2012-03-19T00:00:00Z
review text: A new inexact Newton-like algorithm for equality constrained optimization in the framework of a standard line search method is presented. The main feature of this algorithm is to combine inexact step computations with filter techniques proposed by \textit{R. Fletcher} and \textit{S. Leyffer} [Math. Program. 91, No. 2 (A), 239--269 (2002; Zbl 1049.90088)]. It can also be regarded as an inexact version of generic sequential quadratic programming methods. The trial step is obtained by truncatedly solving the primal-dual system based on any robust and efficient linear system solver such as a Krylov subspace method. Practical termination tests for the linear system solver are established to ensure global convergence. Preliminary numerical results demonstrate the approach is potentially usefull.
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 90C55
Mathematics Subject Classification ID: 90C53
zbMATH DE Number: 6015739
zbMATH Keywords: constrained optimization
zbMATH Keywords: inexact method
zbMATH Keywords: line search
zbMATH Keywords: filter
zbMATH Keywords: Newton-like algorithm
zbMATH Keywords: sequential quadratic programming
zbMATH Keywords: primal-dual system
zbMATH Keywords: Krylov subspace method
zbMATH Keywords: global convergence
zbMATH Keywords: numerical results
reviewed by: Nada Djuranović-Miličić
MaRDI profile type: Publication
full work available at URL: j.apnum.2011.12.006
OpenAlex ID: W2068016370
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DOI: 10.1016/J.APNUM.2011.12.006
description: scientific article; zbMATH DE number 6015739