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

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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.
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

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