Publicação
Assessing the potential of interior point barrier filter line search methods : nonmonotone versus monotone approach
| Resumo: | In this paper, we present a numerical study of three nonmonotone filter line search techniques, as well as a three-dimensional filter approach, when incorporated into the solver IPOPT, a primal-dual barrier method developed by W¨achter and Biegler [Mathematical Programming 106 (2006), pp. 25–57] for nonlinear programming. Primary assessment of the proposals has been done with sets of small- and medium-scale problems and large-scale problems separately. Results show that the use of nonmonotone globalization strategies improves efficiency. |
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| Autores principais: | Costa, M. Fernanda P. |
| Outros Autores: | Fernandes, Edite Manuela da G. P. |
| Assunto: | Nonlinear optimization Nonmonotone line search Filter method Interior point method |
| Ano: | 2011 |
| País: | Portugal |
| Tipo de documento: | artigo |
| Tipo de acesso: | acesso restrito |
| Instituição associada: | Universidade do Minho |
| Idioma: | inglês |
| Origem: | RepositóriUM - Universidade do Minho |
| Resumo: | In this paper, we present a numerical study of three nonmonotone filter line search techniques, as well as a three-dimensional filter approach, when incorporated into the solver IPOPT, a primal-dual barrier method developed by W¨achter and Biegler [Mathematical Programming 106 (2006), pp. 25–57] for nonlinear programming. Primary assessment of the proposals has been done with sets of small- and medium-scale problems and large-scale problems separately. Results show that the use of nonmonotone globalization strategies improves efficiency. |
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