Line search filter methods for nonlinear programming: Motivation and global convergence

SIAM Journal on Optimization

Volumn 16, Issue 1, 2006, Pages 1-31

  Wächter, Andreas ^a   Biegler, Lorenz T ^b  

^a IBM T J WATSON RESEARCH CENTER   (United States)

^b CARNEGIE MELLON UNIVERSITY   (United States)

Author keywords

Barrier method; Filter method; Global convergence; Interior point method; Line search; Nonconvex constrained optimization; Nonlinear programming; Sequential quadratic programming

Indexed keywords

BARRIER METHOD; FILTER METHOD; GLOBAL CONVERGENCE; INTERIOR POINT METHOD; LINE SEARCH; NONCONVEX CONSTRAINED OPTIMIZATION; SEQUENTIAL QUADRATIC PROGRAMMING;

ALGORITHMS; LAGRANGE MULTIPLIERS; QUADRATIC PROGRAMMING;

NONLINEAR PROGRAMMING;

EID: 33144460598     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/S1052623403426556     Document Type: Article

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