Practical implementation of an interior point nonmonotone line search filter method

DOI10.1080/00207160701294442MaRDI QIDQ5459727zbMATH OpenOpenAlexFDO

Authors 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

nonlinear programmingnumerical examplesinterior point methodfilter methodline search methodnonmonotone strategy

Mathematics Subject Classification ID

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

Recommendations

• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• Assessing the potential of interior point barrier filter line search methods: nonmonotone versus monotone approach
• Interior-point methods for nonconvex nonlinear programming: Filter methods and merit functions
• Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
• A Globally Convergent Filter Method for Nonlinear Programming

Cites work

• A Nonmonotone Line Search Technique for Newton’s Method
• A class on nonmonotone stabilization methods in unconstrained optimization
• A globally convergent primal-dual interior-point filter method for nonlinear programming
• A nonmonotone inexact Newton method
• An interior-point algorithm for nonconvex nonlinear programming
• Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
• Interior-point methods for nonconvex nonlinear programming: Filter methods and merit functions
• Interior-point methods for nonconvex nonlinear programming: jamming and numerical testing
• LOQO:an interior point code for quadratic programming
• 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.
• Numerical Optimization
• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• Test examples for nonlinear programming codes

Cited in

(10)

• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• Interior-point methods for nonconvex nonlinear programming: Filter methods and merit functions
• Multi-objective memetic algorithm: comparing artificial neural networks and pattern search filter method approaches
• A filter interior-point algorithm with projected Hessian updating for nonlinear optimization
• Interior point filter method for semi-infinite programming problems
• A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm
• Assessing the potential of interior point barrier filter line search methods: nonmonotone versus monotone approach
• Efficient solving of engineering design problems by an interior point 3-D filter line search method
• Interior point methods for large-scale nonlinear programming
• A globally convergent primal-dual interior-point filter method for nonlinear programming

Describes a project that uses

Uses Software

• Ipopt
• LOQO

This page was built for publication: Practical implementation of an interior point nonmonotone line search filter method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5459727)