A filter inexact-restoration method for nonlinear programming
Autor(a) principal: | |
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Data de Publicação: | 2008 |
Outros Autores: | |
Tipo de documento: | Artigo |
Idioma: | eng |
Título da fonte: | Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
Texto Completo: | http://hdl.handle.net/10400.22/7656 |
Resumo: | A new iterative algorithm based on the inexact-restoration (IR) approach combined with the filter strategy to solve nonlinear constrained optimization problems is presented. The high level algorithm is suggested by Gonzaga et al. (SIAM J. Optim. 14:646–669, 2003) but not yet implement—the internal algorithms are not proposed. The filter, a new concept introduced by Fletcher and Leyffer (Math. Program. Ser. A 91:239–269, 2002), replaces the merit function avoiding the penalty parameter estimation and the difficulties related to the nondifferentiability. In the IR approach two independent phases are performed in each iteration, the feasibility and the optimality phases. The line search filter is combined with the first one phase to generate a “more feasible” point, and then it is used in the optimality phase to reach an “optimal” point. Numerical experiences with a collection of AMPL problems and a performance comparison with IPOPT are provided. |
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A filter inexact-restoration method for nonlinear programmingFilter methodInexact-restorationLine searchA new iterative algorithm based on the inexact-restoration (IR) approach combined with the filter strategy to solve nonlinear constrained optimization problems is presented. The high level algorithm is suggested by Gonzaga et al. (SIAM J. Optim. 14:646–669, 2003) but not yet implement—the internal algorithms are not proposed. The filter, a new concept introduced by Fletcher and Leyffer (Math. Program. Ser. A 91:239–269, 2002), replaces the merit function avoiding the penalty parameter estimation and the difficulties related to the nondifferentiability. In the IR approach two independent phases are performed in each iteration, the feasibility and the optimality phases. The line search filter is combined with the first one phase to generate a “more feasible” point, and then it is used in the optimality phase to reach an “optimal” point. Numerical experiences with a collection of AMPL problems and a performance comparison with IPOPT are provided.Springer-VerlagRepositório Científico do Instituto Politécnico do PortoSilva, CândidaMonteiro, M. Teresa T.2016-02-15T10:46:48Z20082008-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10400.22/7656eng1134-576410.1007/s11750-008-0038-3info:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-03-13T12:48:18Zoai:recipp.ipp.pt:10400.22/7656Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T17:28:05.287652Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse |
dc.title.none.fl_str_mv |
A filter inexact-restoration method for nonlinear programming |
title |
A filter inexact-restoration method for nonlinear programming |
spellingShingle |
A filter inexact-restoration method for nonlinear programming Silva, Cândida Filter method Inexact-restoration Line search |
title_short |
A filter inexact-restoration method for nonlinear programming |
title_full |
A filter inexact-restoration method for nonlinear programming |
title_fullStr |
A filter inexact-restoration method for nonlinear programming |
title_full_unstemmed |
A filter inexact-restoration method for nonlinear programming |
title_sort |
A filter inexact-restoration method for nonlinear programming |
author |
Silva, Cândida |
author_facet |
Silva, Cândida Monteiro, M. Teresa T. |
author_role |
author |
author2 |
Monteiro, M. Teresa T. |
author2_role |
author |
dc.contributor.none.fl_str_mv |
Repositório Científico do Instituto Politécnico do Porto |
dc.contributor.author.fl_str_mv |
Silva, Cândida Monteiro, M. Teresa T. |
dc.subject.por.fl_str_mv |
Filter method Inexact-restoration Line search |
topic |
Filter method Inexact-restoration Line search |
description |
A new iterative algorithm based on the inexact-restoration (IR) approach combined with the filter strategy to solve nonlinear constrained optimization problems is presented. The high level algorithm is suggested by Gonzaga et al. (SIAM J. Optim. 14:646–669, 2003) but not yet implement—the internal algorithms are not proposed. The filter, a new concept introduced by Fletcher and Leyffer (Math. Program. Ser. A 91:239–269, 2002), replaces the merit function avoiding the penalty parameter estimation and the difficulties related to the nondifferentiability. In the IR approach two independent phases are performed in each iteration, the feasibility and the optimality phases. The line search filter is combined with the first one phase to generate a “more feasible” point, and then it is used in the optimality phase to reach an “optimal” point. Numerical experiences with a collection of AMPL problems and a performance comparison with IPOPT are provided. |
publishDate |
2008 |
dc.date.none.fl_str_mv |
2008 2008-01-01T00:00:00Z 2016-02-15T10:46:48Z |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/article |
format |
article |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/10400.22/7656 |
url |
http://hdl.handle.net/10400.22/7656 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
1134-5764 10.1007/s11750-008-0038-3 |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.format.none.fl_str_mv |
application/pdf |
dc.publisher.none.fl_str_mv |
Springer-Verlag |
publisher.none.fl_str_mv |
Springer-Verlag |
dc.source.none.fl_str_mv |
reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação instacron:RCAAP |
instname_str |
Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
instacron_str |
RCAAP |
institution |
RCAAP |
reponame_str |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
collection |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
repository.name.fl_str_mv |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
repository.mail.fl_str_mv |
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1799131376510828544 |