A Filter Algorithm with Inexact Line Search

Joint Authors

Liu, Meiling
Li, Xueqian
Wu, Qinmin

Source

Mathematical Problems in Engineering

Issue

Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-20, 20 p.

Publisher

Hindawi Publishing Corporation

Publication Date

2012-02-23

Country of Publication

Egypt

No. of Pages

20

Main Subjects

Civil Engineering

Abstract EN

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.

American Psychological Association (APA)

Liu, Meiling& Li, Xueqian& Wu, Qinmin. 2012. A Filter Algorithm with Inexact Line Search. Mathematical Problems in Engineering،Vol. 2012, no. 2012, pp.1-20.
https://search.emarefa.net/detail/BIM-1001530

Modern Language Association (MLA)

Liu, Meiling…[et al.]. A Filter Algorithm with Inexact Line Search. Mathematical Problems in Engineering No. 2012 (2012), pp.1-20.
https://search.emarefa.net/detail/BIM-1001530

American Medical Association (AMA)

Liu, Meiling& Li, Xueqian& Wu, Qinmin. A Filter Algorithm with Inexact Line Search. Mathematical Problems in Engineering. 2012. Vol. 2012, no. 2012, pp.1-20.
https://search.emarefa.net/detail/BIM-1001530

Data Type

Journal Articles

Language

English

Notes

Includes bibliographical references

Record ID

BIM-1001530