A filter algorithm: comparison with NLP solvers

DOI10.1080/00207160701203401MaRDI QIDQ5459749zbMATH OpenOpenAlexWikidataFDO

Authors Cândida Elisa P. Silva, M. Teresa T. Monteiro

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/1822/17109

zbMATH Keywords

nonlinear programmingnumerical examplesalgorithmline searchfilter methodnonlinear constrained optimizationinexact restoration

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

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Cites work

• A Globally Convergent Filter Method for Nonlinear Programming
• Benchmarking optimization software with performance profiles.
• Inexact-restoration algorithm for constrained optimization
• Inexact-restoration method with Lagrangian tangent decrease and new merit function for nonlinear programming.
• LOQO user's manual — version 3.10
• Line Search Filter Methods for Nonlinear Programming: Local Convergence
• Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
• Local convergence of an inexact-restoration method and numerical experiments
• Nonlinear programming without a penalty function.
• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming

Cited in

(3)

• A filter inexact-restoration method for nonlinear programming
• A new line search inexact restoration approach for nonlinear programming
• A filter algorithm and other NLP solvers: performance comparative analysis

Describes a project that uses

Uses Software

• NPSOL
• AMPL
• LOQO

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