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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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Main Authors: Chin, Choong Ming, Abdul Rashid, Abdul Halim, Nor, Khaled Mohamed
Format: Article
Published: Taylor & Francis 2007
Subjects:
TK Electrical engineering. Electronics Nuclear engineering
Online Access:http://eprints.utm.my/id/eprint/7559/
http://dx.doi.org/10.1080/10556780600565489
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id my.utm.7559
record_format eprints
spelling 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
institution Universiti Teknologi Malaysia
building UTM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Teknologi Malaysia
content_source UTM Institutional Repository
url_provider http://eprints.utm.my/
topic TK Electrical engineering. Electronics Nuclear engineering
spellingShingle 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.
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 13.211869

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