A Filter Algorithm with Inexact Line Search
نویسندگان
چکیده
A filter algorithm with inexact line search is proposed for solving nonlinear programming problems. The filter is constructed by employing the norm of the gradient of the Lagrangian function to the infeasibility measure. Transition to superlinear local convergence is showed for the proposed filter algorithm without second-order correction. Under mild conditions, the global convergence can also be derived. Numerical experiments show the efficiency of the algorithm.
منابع مشابه
Global convergence of an inexact interior-point method for convex quadratic symmetric cone programming
In this paper, we propose a feasible interior-point method for convex quadratic programming over symmetric cones. The proposed algorithm relaxes the accuracy requirements in the solution of the Newton equation system, by using an inexact Newton direction. Furthermore, we obtain an acceptable level of error in the inexact algorithm on convex quadratic symmetric cone programmin...
متن کاملAdaptive Line Enhancement Using a Parallel IIR Filter with A Step-By-step Algorithm
A step-by-step algorithm for enhancement of periodic signals that are highly corrupted by additive uncorrelated white gausian noise is proposed. In each adaptation step a new parallel second-order section is added to the previous filters. Every section has only one adjustable parameter, i.e., the center frequency of the self-tuning filter. The bandwidth and the convergence factor of each secti...
متن کاملSolution of a Truss Topology Bilevel Programming Problem by Means of an Inexact Restoration Method
We formulate a truss topology optimization problem as a bilevel programming problem and solve it by means of a line search type inexact restoration algorithm. We discuss details of the implementation and show results of numerical experiments.
متن کاملیک روش نایکنوای فیلتردار برای حل دستگاه معادلات غیرخطی
In this paper, a new approach is presented for solving nonlinear systems of equations in which a derivative-free nonmonotone strategy is employed. Besides, the new approach is equipped with a filter technique. Using this concept, we store some trial points that are probably ignored by some other line search methods. The new algorithm utilizes the information of existing points in the filter in ...
متن کاملOne-Dimensional Modeling of Helicopter-Borne Electromagnetic Data Using Marquardt-Levenberg Including Backtracking-Armijo Line Search Strategy
In the last decades, helicopter-borne electromagnetic (HEM) method became a focus of interest in the fields of mineral exploration, geological mapping, groundwater resource investigation and environmental monitoring. As a standard approach, researchers use 1-D inversion of the acquired HEM data to recover the conductivity/resistivity-depth models. Since the relation between HEM data and model ...
متن کامل