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
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