×

zbMATH — the first resource for mathematics

Interior-point methods for nonconvex nonlinear programming: Filter methods and merit functions. (English) Zbl 1022.90017
The authors’ abstract: Recently, Fletcher and Leyffer proposed using filter methods instead of a merit function to control steplengths in a sequential quadratic programming algorithm. In this paper the authors analyze possible ways to implement a filter-based approach in an interior-point algorithm. Extensive numerical testing shows that such an approach is more efficient than using a merit function alone.

MSC:
90C26 Nonconvex programming, global optimization
90C51 Interior-point methods
Software:
LANCELOT; LOQO
PDF BibTeX XML Cite
Full Text: DOI