Global and local convergence of a filter line search method for nonlinear programming.
A framework for proving global convergence for a class of line search filter-type methods for nonlinear programming is presented without assuming that the Jacobian has full rank everywhere. The underlying method is based on the filter concept where trial points are accepted, provided there is a suff...
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Taylor & Francis
2007
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my.utm.75592009-01-09T00:45:06Z http://eprints.utm.my/id/eprint/7559/ Global and local convergence of a filter line search method for nonlinear programming. Chin, Choong Ming Abdul Rashid, Abdul Halim Nor, Khaled Mohamed TK Electrical engineering. Electronics Nuclear engineering A framework for proving global convergence for a class of line search filter-type methods for nonlinear programming is presented without assuming that the Jacobian has full rank everywhere. The underlying method is based on the filter concept where trial points are accepted, provided there is a sufficient decrease in the objective function or constraints violation function. The proposed methods solve a sequence of quadratic programming subproblems via line search techniques to induce global convergence. Under mild conditions, we will also show that the algorithm converges two step superlinearly when the iterates are near to the solution. Taylor & Francis 2007 Article PeerReviewed Chin, Choong Ming and Abdul Rashid, Abdul Halim and Nor, Khaled Mohamed (2007) Global and local convergence of a filter line search method for nonlinear programming. Optimization Methods and Software , 22 (3). pp. 365-390. ISSN 1055-6788 http://dx.doi.org/10.1080/10556780600565489 10.1080/10556780600565489 |
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TK Electrical engineering. Electronics Nuclear engineering |
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TK Electrical engineering. Electronics Nuclear engineering Chin, Choong Ming Abdul Rashid, Abdul Halim Nor, Khaled Mohamed Global and local convergence of a filter line search method for nonlinear programming. |
| description |
A framework for proving global convergence for a class of line search filter-type methods for nonlinear programming is presented without assuming that the Jacobian has full rank everywhere. The underlying method is based on the filter concept where trial points are accepted, provided there is a sufficient decrease in the objective function or constraints violation function. The proposed methods solve a sequence of quadratic programming subproblems via line search techniques to induce global convergence. Under mild conditions, we will also show that the algorithm converges two step superlinearly when the iterates are near to the solution.
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| format |
Article |
| author |
Chin, Choong Ming Abdul Rashid, Abdul Halim Nor, Khaled Mohamed |
| author_facet |
Chin, Choong Ming Abdul Rashid, Abdul Halim Nor, Khaled Mohamed |
| author_sort |
Chin, Choong Ming |
| title |
Global and local convergence of a filter line search method for nonlinear programming. |
| title_short |
Global and local convergence of a filter line search method for nonlinear programming. |
| title_full |
Global and local convergence of a filter line search method for nonlinear programming. |
| title_fullStr |
Global and local convergence of a filter line search method for nonlinear programming. |
| title_full_unstemmed |
Global and local convergence of a filter line search method for nonlinear programming. |
| title_sort |
global and local convergence of a filter line search method for nonlinear programming. |
| publisher |
Taylor & Francis |
| publishDate |
2007 |
| url |
http://eprints.utm.my/id/eprint/7559/ http://dx.doi.org/10.1080/10556780600565489 |
| _version_ |
1643644797105209344 |
| score |
13.250246 |