A combined filter line search and trust region method for nonlinear programming
A framework for solving a class of nonlinear programming problems via the filter method is presented. The proposed technique first solve a sequence of quadratic programming subproblems via line search strategy and to induce global convergence, trial points are accepted provided there is a sufficient...
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| Format: | Article |
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WSEAS Press
2006
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| Online Access: | http://eprints.utm.my/9121/ |
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| _version_ | 1845472123031650304 |
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| author | Chin, Choong Ming Halim, Abdul Rashid, A. H. A. Nor, K. M. |
| author_facet | Chin, Choong Ming Halim, Abdul Rashid, A. H. A. Nor, K. M. |
| author_sort | Chin, Choong Ming |
| building | UTM Library |
| collection | Institutional Repository |
| content_provider | Universiti Teknologi Malaysia |
| content_source | UTM Institutional Repository |
| continent | Asia |
| country | Malaysia |
| description | A framework for solving a class of nonlinear programming problems via the filter method is presented. The proposed technique first solve a sequence of quadratic programming subproblems via line search strategy and to induce global convergence, trial points are accepted provided there is a sufficient decrease in the objective function or constraints violation function. In the event when the step size has reached a minimum threshold such that the trial iterate is rejected by the filter, the algorithm temporarily exits to a trust region based algorithm to generate iterates that approach the feasible region and also acceptable to the filter. Computational results on selected large scale CUTE problems on the prototype code fiILS are very encouraging and numerical performance with LOQO and SNOPT show that the algorithm is efficient and reliable. |
| format | Article |
| id | my.utm.eprints-9121 |
| institution | Universiti Teknologi Malaysia |
| publishDate | 2006 |
| publisher | WSEAS Press |
| record_format | eprints |
| spelling | my.utm.eprints-91212017-10-23T08:42:51Z http://eprints.utm.my/9121/ A combined filter line search and trust region method for nonlinear programming Chin, Choong Ming Halim, Abdul Rashid, A. H. A. Nor, K. M. A framework for solving a class of nonlinear programming problems via the filter method is presented. The proposed technique first solve a sequence of quadratic programming subproblems via line search strategy and to induce global convergence, trial points are accepted provided there is a sufficient decrease in the objective function or constraints violation function. In the event when the step size has reached a minimum threshold such that the trial iterate is rejected by the filter, the algorithm temporarily exits to a trust region based algorithm to generate iterates that approach the feasible region and also acceptable to the filter. Computational results on selected large scale CUTE problems on the prototype code fiILS are very encouraging and numerical performance with LOQO and SNOPT show that the algorithm is efficient and reliable. WSEAS Press 2006 Article PeerReviewed Chin, Choong Ming and Halim, Abdul and Rashid, A. H. A. and Nor, K. M. (2006) A combined filter line search and trust region method for nonlinear programming. WSEAS Transactions on Mathematics, 5 (6). pp. 656-662. ISSN 1109-2769 |
| spellingShingle | Chin, Choong Ming Halim, Abdul Rashid, A. H. A. Nor, K. M. A combined filter line search and trust region method for nonlinear programming |
| title | A combined filter line search and trust region method for nonlinear programming |
| title_full | A combined filter line search and trust region method for nonlinear programming |
| title_fullStr | A combined filter line search and trust region method for nonlinear programming |
| title_full_unstemmed | A combined filter line search and trust region method for nonlinear programming |
| title_short | A combined filter line search and trust region method for nonlinear programming |
| title_sort | combined filter line search and trust region method for nonlinear programming |
| url | http://eprints.utm.my/9121/ |
| url_provider | http://eprints.utm.my/ |