Performance evaluation of an interior point filter line search method for constrained optimization

被引：0
|
作者：
Costa, M. Fernanda P. [1 ]
Fernandes, Edite M. G. P. [2 ]
机构：
[1] Univ Minho, Dept Mat Sci & Technol, Campus Azurem, P-4800058 Guimaraes, Portugal
[2] Univ Minho, Dept Prod & Syst, P-4800058 Guimaraes, Portugal
来源：
PROCEEDINGS OF THE 9TH WSEAS INTERNATIONAL CONFERENCE ON MATHEMATICAL AND COMPUTATIONAL METHODS IN SCIENCE AND ENGINEERING (MACMESE '07)/ DNCOCO '07 | 2007年
关键词：
nonlinear optimization; interior point method; filter line search method; performance profiles;
D O I：
暂无
中图分类号：
TP3 [计算技术、计算机技术];
学科分类号：
0812 ;
摘要：
Here we present a performance evaluation of three versions of a primal-dual interior point filter line search method for nonlinear programming. Each entry in the filter relies on three components, the feasibility, centrality and optimality, that are present in the first-order optimality conditions. The versions differ in a set of acceptance conditions that are used to consider a trial iterate to be acceptable to the filter. Performance profiles are used to compare the obtained numerical results in terms of the number of iterations and the number of the optimality measure evaluations.
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页码：91 / 96
页数：6
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