Filter Methods

Author:

Andrei Neculai

Publisher

Springer International Publishing

Reference18 articles.

1. Benson, H.Y., Shanno, D.F., Vanderbei, R.J.: Interior-point methods for nonconvex nonlinear programming: Filter methods and merit functions. Comput. Optim. Appl. 23, 257–272 (2002a)

2. Benson, H.Y., Shanno, D.F., Vanderbei, R.J.: A comparative study of large-scale nonlinear optimization algorithms. (Technical Report ORFE-01-04, Operations Research and Financial Engineering, Princeton University, July 17) (2002b)

3. Chin, C.M.: A global convergence theory of a filter line search method for nonlinear programming. (Technical Report, Department of Electrical Engineering, University of Malaya, Kuala Lumpur, Malaysia, August) (2002)

4. Chin, C.M., Fletcher, R.: On the local convergence of an SLP-filter algorithm that takes EQP steps. Math. Program. Ser. A. 96, 161–177 (2003)

5. Duran, M., Grossmann, I.E.: An outer-approximation algorithm for a class of mixed-integer nonlinear programs. Math. Program. 36, 307–339 (1986)

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