Comparison of Filter Line Search Algorithms in the Primal-Dual Barrier Approach for Nonlinear Programming
Comparison of Filter Line Search Algorithms in the Primal-Dual Barrier Approach for Nonlinear Programming
In this paper, we present a new filter line search method based on two measures that is integrated into the primal‐dual barrier method developed by Wächter and Biegler [Mathematical Programming 106 (2006), pp. 25–57] for nonlinear programming. One measure arises directly from the first order optimality conditions of the problem …