A filter inexact-restoration method for nonlinear programming

Detalhes bibliográficos
Autor(a) principal: Monteiro, M. Teresa T.
Data de Publicação: 2008
Outros Autores: Silva, Cândida
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/1822/16571
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. [7] but not yet implemented - the internal algorithms are not proposed. The filter, a new concept introduced by Fletcher and Leyffer [3], 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 searchScience & TechnologyA 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. [7] but not yet implemented - the internal algorithms are not proposed. The filter, a new concept introduced by Fletcher and Leyffer [3], 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.FCTSpringerUniversidade do MinhoMonteiro, M. Teresa T.Silva, Cândida20082008-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/1822/16571eng1134-576410.1007/s11750-008-0038-3http://www.springerlink.com/info: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:RCAAP2023-07-21T12:34:19Zoai:repositorium.sdum.uminho.pt:1822/16571Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T19:29:59.718731Repositório 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
Monteiro, M. Teresa T.
Filter method
Inexact restoration
Line search
Science & Technology
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 Monteiro, M. Teresa T.
author_facet Monteiro, M. Teresa T.
Silva, Cândida
author_role author
author2 Silva, Cândida
author2_role author
dc.contributor.none.fl_str_mv Universidade do Minho
dc.contributor.author.fl_str_mv Monteiro, M. Teresa T.
Silva, Cândida
dc.subject.por.fl_str_mv Filter method
Inexact restoration
Line search
Science & Technology
topic Filter method
Inexact restoration
Line search
Science & Technology
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. [7] but not yet implemented - the internal algorithms are not proposed. The filter, a new concept introduced by Fletcher and Leyffer [3], 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
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/1822/16571
url http://hdl.handle.net/1822/16571
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 1134-5764
10.1007/s11750-008-0038-3
http://www.springerlink.com/
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
publisher.none.fl_str_mv Springer
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
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instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
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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
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