Monotone and nonmonotone implementations of an interior-point SQP filter line search algorithm

Detalhes bibliográficos
Autor(a) principal: Costa, M. Fernanda P.
Data de Publicação: 2006
Outros Autores: Fernandes, Edite Manuela da G. P.
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/1822/62919
Resumo: We present a sequential quadratic programming (SQP) filter line search method which relies on an interior-point paradigm for solving the QP subproblems. Besides the usual step size acceptability criteria, a nonmonotone line search approach is also implemented. A comprehensive description of the algorithm, which also includes a feasibility restoration phase, is provided. Both monotone and nonmonotone algorithms have been implemented in Fortran 90, and the numerical results confirm that relaxing the acceptability criteria is effective.
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spelling Monotone and nonmonotone implementations of an interior-point SQP filter line search algorithmFilter methodInterior-point SQP methodLine searchNonlinear programmingWe present a sequential quadratic programming (SQP) filter line search method which relies on an interior-point paradigm for solving the QP subproblems. Besides the usual step size acceptability criteria, a nonmonotone line search approach is also implemented. A comprehensive description of the algorithm, which also includes a feasibility restoration phase, is provided. Both monotone and nonmonotone algorithms have been implemented in Fortran 90, and the numerical results confirm that relaxing the acceptability criteria is effective.(undefined)Universidade do MinhoCosta, M. Fernanda P.Fernandes, Edite Manuela da G. P.20062006-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/1822/62919eng1790-0832info: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:RCAAP2023-07-21T12:29:24Zoai:repositorium.sdum.uminho.pt:1822/62919Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T19:24:23.437832Repositório 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 Monotone and nonmonotone implementations of an interior-point SQP filter line search algorithm
title Monotone and nonmonotone implementations of an interior-point SQP filter line search algorithm
spellingShingle Monotone and nonmonotone implementations of an interior-point SQP filter line search algorithm
Costa, M. Fernanda P.
Filter method
Interior-point SQP method
Line search
Nonlinear programming
title_short Monotone and nonmonotone implementations of an interior-point SQP filter line search algorithm
title_full Monotone and nonmonotone implementations of an interior-point SQP filter line search algorithm
title_fullStr Monotone and nonmonotone implementations of an interior-point SQP filter line search algorithm
title_full_unstemmed Monotone and nonmonotone implementations of an interior-point SQP filter line search algorithm
title_sort Monotone and nonmonotone implementations of an interior-point SQP filter line search algorithm
author Costa, M. Fernanda P.
author_facet Costa, M. Fernanda P.
Fernandes, Edite Manuela da G. P.
author_role author
author2 Fernandes, Edite Manuela da G. P.
author2_role author
dc.contributor.none.fl_str_mv Universidade do Minho
dc.contributor.author.fl_str_mv Costa, M. Fernanda P.
Fernandes, Edite Manuela da G. P.
dc.subject.por.fl_str_mv Filter method
Interior-point SQP method
Line search
Nonlinear programming
topic Filter method
Interior-point SQP method
Line search
Nonlinear programming
description We present a sequential quadratic programming (SQP) filter line search method which relies on an interior-point paradigm for solving the QP subproblems. Besides the usual step size acceptability criteria, a nonmonotone line search approach is also implemented. A comprehensive description of the algorithm, which also includes a feasibility restoration phase, is provided. Both monotone and nonmonotone algorithms have been implemented in Fortran 90, and the numerical results confirm that relaxing the acceptability criteria is effective.
publishDate 2006
dc.date.none.fl_str_mv 2006
2006-01-01T00:00:00Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
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status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/1822/62919
url http://hdl.handle.net/1822/62919
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 1790-0832
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.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
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collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
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