A filter inexact-restoration method for nonlinear programming

Detalhes bibliográficos
Autor(a) principal: Silva, Cândida
Data de Publicação: 2008
Outros Autores: Monteiro, M. Teresa T.
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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spelling 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
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dc.identifier.uri.fl_str_mv http://hdl.handle.net/10400.22/7656
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dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 1134-5764
10.1007/s11750-008-0038-3
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dc.publisher.none.fl_str_mv Springer-Verlag
publisher.none.fl_str_mv Springer-Verlag
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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
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