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...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2012-01-01
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| Series: | Mathematical Problems in Engineering |
| Online Access: | http://dx.doi.org/10.1155/2012/349178 |
| Summary: | 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. |
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| ISSN: | 1024-123X 1563-5147 |