Assessing the potential of interior point barrier filter line search methods: nonmonotone versus monotone approach

DOI10.1080/02331934.2011.563305MaRDI QIDQ3111135zbMATHOpenAlexFDO

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

Publication date 18 January 2012

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331934.2011.563305

zbMATH Keywords

nonlinear optimizationinterior point methodfilter methodnonmonotone line search

Mathematics Subject Classification ID

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

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Cites work

• A Modeling Language for Mathematical Programming
• A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
• A Nonmonotone Line Search Technique for Newton’s Method
• A class on nonmonotone stabilization methods in unconstrained optimization
• A filter interior-point algorithm with projected Hessian updating for nonlinear optimization
• A globally convergent primal-dual interior-point filter method for nonlinear programming
• A nonmonotone smoothing Newton algorithm for solving nonlinear complementarity problems
• A nonmonotone truncated Newton-Krylov method exploiting negative curvature directions, for large scale unconstrained optimization
• Benchmarking optimization software with performance profiles.
• Convergence of nonmonotone line search method
• Global convergence of the nonmonotone MBFGS method for nonconvex unconstrained minimization
• Interior Methods for Nonlinear Optimization
• Interior-point methods for nonconvex nonlinear programming: Filter methods and merit functions
• Line Search Filter Methods for Nonlinear Programming: Local Convergence
• Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
• Nonlinear programming without a penalty function.
• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• On the nonmonotone line search
• Practical implementation of an interior point nonmonotone line search filter method
• Superlinear convergence of primal-dual interior point algorithms for nonlinear programming

Cited in

(5)

• An inertia-free filter line-search algorithm for large-scale nonlinear programming
• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• Efficient solving of engineering design problems by an interior point 3-D filter line search method
• Practical implementation of an interior point nonmonotone line search filter method
• A filter-based artificial fish swarm algorithm for constrained global optimization: theoretical and practical issues

Describes a project that uses

Uses Software

• AMPL
• ipfilter
• Ipopt

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