Utilize este identificador para referenciar este registo:
https://hdl.handle.net/1822/9683
Título: | Incorporating a four-dimensional filter line search method into an interior point framework |
Autor(es): | Costa, M. Fernanda P. Fernandes, Edite Manuela da G. P. |
Palavras-chave: | Nonlinear optimization Interior point Filter method |
Data: | 2009 |
Citação: | INTERNATIONAL CONFERENCE ON COMPUTATIONAL AND MATHEMATICAL METHODS IN SCIENCE AND ENGINEERING, Gijón, Spain, 2009 – “CMMSE 2009 : proceedings”. [Gijón : s.n., 2009]. |
Resumo(s): | Here we incorporate a four-dimensional filter line search method into an infeasible primal-dual interior point framework for nonlinear programming. Each entry in the filter has four components measuring dual feasibility, complementarity, primal feasibility and optimality. Three measures arise directly from the first order optimality conditions of the problem and the fourth is the objective function, so that convergence to a stationary point that is a minimizer is guaranteed. The primary assessment of the method has been done with a well-known collection of small problems. |
Tipo: | Artigo em ata de conferência |
URI: | https://hdl.handle.net/1822/9683 |
Arbitragem científica: | yes |
Acesso: | Acesso aberto |
Aparece nas coleções: | LES/ALG - Textos completos em actas de encontros científicos internacionais com arbitragem |
Ficheiros deste registo:
Ficheiro | Descrição | Tamanho | Formato | |
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cmmse_C_F_09.pdf | 472,44 kB | Adobe PDF | Ver/Abrir |