Implementation of an Interior Point Multidimensional Filter Line Search Method for Constrained Optimization
نویسندگان
چکیده
Here we present a primal-dual interior point multidimensional filter line search method for nonlinear programming. The filter relies on a multidimensional feasibility measure enforcing every constraint violation to zero. To prevent convergence to feasible nonoptimal points a sufficient reduction criterion is also imposed on the barrier function. The evaluation of the method is until now made on small problems and a comparison is provided with a merit function approach. Key–Words: Nonlinear optimization, Interior point method, filter line search method
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تاریخ انتشار 2006