A globally convergent primal-dual interior-point filter method for nonlinear programming
Autor(a) principal: | |
---|---|
Data de Publicação: | 2004 |
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/10316/7764 https://doi.org/10.1007/s10107-003-0477-4 |
Resumo: | In this paper, the filter technique of Fletcher and Leyffer (1997) is used to globalize the primal-dual interior-point algorithm for nonlinear programming, avoiding the use of merit functions and the updating of penalty parameters. The new algorithm decomposes the primal-dual step obtained from the perturbed first-order necessary conditions into a normal and a tangential step, whose sizes are controlled by a trust-region type parameter. Each entry in the filter is a pair of coordinates: one resulting from feasibility and centrality, and associated with the normal step; the other resulting from optimality (complementarity and duality), and related with the tangential step. Global convergence to first-order critical points is proved for the new primal-dual interior-point filter algorithm. |
id |
RCAP_479c5ebf48b416efd0deaaf4ddda56e2 |
---|---|
oai_identifier_str |
oai:estudogeral.uc.pt:10316/7764 |
network_acronym_str |
RCAP |
network_name_str |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
repository_id_str |
7160 |
spelling |
A globally convergent primal-dual interior-point filter method for nonlinear programmingIn this paper, the filter technique of Fletcher and Leyffer (1997) is used to globalize the primal-dual interior-point algorithm for nonlinear programming, avoiding the use of merit functions and the updating of penalty parameters. The new algorithm decomposes the primal-dual step obtained from the perturbed first-order necessary conditions into a normal and a tangential step, whose sizes are controlled by a trust-region type parameter. Each entry in the filter is a pair of coordinates: one resulting from feasibility and centrality, and associated with the normal step; the other resulting from optimality (complementarity and duality), and related with the tangential step. Global convergence to first-order critical points is proved for the new primal-dual interior-point filter algorithm.2004info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articlehttp://hdl.handle.net/10316/7764http://hdl.handle.net/10316/7764https://doi.org/10.1007/s10107-003-0477-4engMathematical Programming. 100:2 (2004) 379-410Ulbrich, MichaelUlbrich, StefanVicente, Luís N.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:RCAAP2021-11-09T10:31:32Zoai:estudogeral.uc.pt:10316/7764Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T21:00:45.066809Repositório 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 globally convergent primal-dual interior-point filter method for nonlinear programming |
title |
A globally convergent primal-dual interior-point filter method for nonlinear programming |
spellingShingle |
A globally convergent primal-dual interior-point filter method for nonlinear programming Ulbrich, Michael |
title_short |
A globally convergent primal-dual interior-point filter method for nonlinear programming |
title_full |
A globally convergent primal-dual interior-point filter method for nonlinear programming |
title_fullStr |
A globally convergent primal-dual interior-point filter method for nonlinear programming |
title_full_unstemmed |
A globally convergent primal-dual interior-point filter method for nonlinear programming |
title_sort |
A globally convergent primal-dual interior-point filter method for nonlinear programming |
author |
Ulbrich, Michael |
author_facet |
Ulbrich, Michael Ulbrich, Stefan Vicente, Luís N. |
author_role |
author |
author2 |
Ulbrich, Stefan Vicente, Luís N. |
author2_role |
author author |
dc.contributor.author.fl_str_mv |
Ulbrich, Michael Ulbrich, Stefan Vicente, Luís N. |
description |
In this paper, the filter technique of Fletcher and Leyffer (1997) is used to globalize the primal-dual interior-point algorithm for nonlinear programming, avoiding the use of merit functions and the updating of penalty parameters. The new algorithm decomposes the primal-dual step obtained from the perturbed first-order necessary conditions into a normal and a tangential step, whose sizes are controlled by a trust-region type parameter. Each entry in the filter is a pair of coordinates: one resulting from feasibility and centrality, and associated with the normal step; the other resulting from optimality (complementarity and duality), and related with the tangential step. Global convergence to first-order critical points is proved for the new primal-dual interior-point filter algorithm. |
publishDate |
2004 |
dc.date.none.fl_str_mv |
2004 |
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/10316/7764 http://hdl.handle.net/10316/7764 https://doi.org/10.1007/s10107-003-0477-4 |
url |
http://hdl.handle.net/10316/7764 https://doi.org/10.1007/s10107-003-0477-4 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
Mathematical Programming. 100:2 (2004) 379-410 |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
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 |
|
_version_ |
1799133897632514049 |