A Filter Algorithm with Inexact Line Search

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
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spelling doaj-5039bdabaca549bf8aba1099d2ab2dec2020-11-25T00:00:47ZengHindawi LimitedMathematical Problems in Engineering1024-123X1563-51472012-01-01201210.1155/2012/349178349178A Filter Algorithm with Inexact Line SearchMeiling Liu0Xueqian Li1Qinmin Wu2Department of Mathematics, Tongji University, Shanghai 200092, ChinaBusiness School, University of Shanghai for Science and Technology, Shanghai 200093, ChinaSchool of Management, Fudan University, Shanghai 200433, ChinaA 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.http://dx.doi.org/10.1155/2012/349178
collection DOAJ
language English
format Article
sources DOAJ
author Meiling Liu
Xueqian Li
Qinmin Wu
spellingShingle Meiling Liu
Xueqian Li
Qinmin Wu
A Filter Algorithm with Inexact Line Search
Mathematical Problems in Engineering
author_facet Meiling Liu
Xueqian Li
Qinmin Wu
author_sort Meiling Liu
title A Filter Algorithm with Inexact Line Search
title_short A Filter Algorithm with Inexact Line Search
title_full A Filter Algorithm with Inexact Line Search
title_fullStr A Filter Algorithm with Inexact Line Search
title_full_unstemmed A Filter Algorithm with Inexact Line Search
title_sort filter algorithm with inexact line search
publisher Hindawi Limited
series Mathematical Problems in Engineering
issn 1024-123X
1563-5147
publishDate 2012-01-01
description 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.
url http://dx.doi.org/10.1155/2012/349178
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AT qinminwu afilteralgorithmwithinexactlinesearch
AT meilingliu filteralgorithmwithinexactlinesearch
AT xueqianli filteralgorithmwithinexactlinesearch
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