Utilize este identificador para referenciar este registo:
https://hdl.handle.net/1822/62919| Título: | Monotone and nonmonotone implementations of an interior-point SQP filter line search algorithm |
| Autor(es): | Costa, M. Fernanda P. Fernandes, Edite Manuela da G. P. |
| Palavras-chave: | Filter method Interior-point SQP method Line search Nonlinear programming |
| Data: | 2006 |
| Revista: | WSEAS Transactions on Information Science and Applications |
| Resumo(s): | We present a sequential quadratic programming (SQP) filter line search method which relies on an interior-point paradigm for solving the QP subproblems. Besides the usual step size acceptability criteria, a nonmonotone line search approach is also implemented. A comprehensive description of the algorithm, which also includes a feasibility restoration phase, is provided. Both monotone and nonmonotone algorithms have been implemented in Fortran 90, and the numerical results confirm that relaxing the acceptability criteria is effective. |
| Tipo: | Artigo |
| URI: | https://hdl.handle.net/1822/62919 |
| ISSN: | 1790-0832 |
| Arbitragem científica: | yes |
| Acesso: | Acesso aberto |
| Aparece nas coleções: |
Ficheiros deste registo:
| Ficheiro | Descrição | Tamanho | Formato | |
|---|---|---|---|---|
| artigo_costafernandes.pdf | 231,34 kB | Adobe PDF | Ver/Abrir |
