Publicação
Performance evaluation of an interior point filter line search method for constrained optimization
| Resumo: | Here we present a performance evaluation of three versions of a primal-dual interior point filter line search method for nonlinear programming. Each entry in the filter relies on three components, the feasibility, centrality and optimality, that are present in the first-order optimality conditions. The versions differ in a set of acceptance conditions that are used to consider a trial iterate to be acceptable to the filter. Performance profiles are used to compare the obtained numerical results in terms of the number of iterations and the number of the optimality measure evaluations. |
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| Autores principais: | Costa, M. Fernanda P. |
| Outros Autores: | Fernandes, Edite Manuela da G. P. |
| Assunto: | nonlinear optimization interior point method filter line search method performance profiles |
| Ano: | 2007 |
| País: | Portugal |
| Tipo de documento: | comunicação em conferência |
| Tipo de acesso: | acesso aberto |
| Instituição associada: | Universidade do Minho |
| Idioma: | inglês |
| Origem: | RepositóriUM - Universidade do Minho |
| Resumo: | Here we present a performance evaluation of three versions of a primal-dual interior point filter line search method for nonlinear programming. Each entry in the filter relies on three components, the feasibility, centrality and optimality, that are present in the first-order optimality conditions. The versions differ in a set of acceptance conditions that are used to consider a trial iterate to be acceptable to the filter. Performance profiles are used to compare the obtained numerical results in terms of the number of iterations and the number of the optimality measure evaluations. |
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