A Filter Algorithm with Inexact Line Search

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 a...

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Bibliographic Details
Main Authors: Meiling Liu, Xueqian Li, Qinmin Wu
Format: Article
Language:English
Published: Hindawi Limited 2012-01-01
Series:Mathematical Problems in Engineering
Online Access:http://dx.doi.org/10.1155/2012/349178