A filter algorithm and other NLP solvers: Performance comparative analysis

Lecture Notes in Economics and Mathematical Systems

Volumn 563, Issue , 2006, Pages 425-434

  Antunes, António Sanches ^a   Monteiro, M Teresa T ^a  

^a UNIVERSITY OF MINHO   (Portugal)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 44649201852     PISSN: 00758442     EISSN: None     Source Type: Book Series    
DOI: 10.1007/3-540-28258-0_25     Document Type: Conference Paper

References (14)

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3. E.D. Dolan and J.J. Moré. Benchmarking optimization software with performance profiles, Math. Programming, Ser. A 91: 201-213, 2002.
4. R. Fletcher and S. Leyffer. User manual for filter SQP. Numerical Analysis Report NA/181, Univ. of Dundee, 1998.
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7. R. Fletcher, S. Leyffer, and P.L. Toint. On the global convergence of a filter-SQP algorithm. SIAM J. Optim., 13(1):44-59, 2002.
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9. D.M. Gay. Hooking your solver to AMPL. Tech. Rep. 97-4-06, Computing Sciences Research Center, Bell Laboratories, Murray Hill, 1997.
10. P.E. Gill, W. Murray, M.A. Saunders, and M.H. Wright MH. User's guide for NPSOL 5.0: a fortran package for nonlinear programming. Tech. Rep. , 1998.
11. C.C. Gonzaga CC, E. Karas, and M. Vanti. A globally convergent filter method for nonlinear progamming. SIAM J. Optim., 14(3):646-669, 2003.
12. M. Ulbrich and S. Ulbrich. Nonmonotone trust region methods for nonlinear equality constrained optimization without a penalty function. Math. Programming 95:103-135, 2003.
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14. A. Wächter and L.T. Biegler. On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming. Tech. Rep. RC 23149, IBM T. J. Watson Research Center, Yorktown - USA, 2004.