A filter line search algorithm based on an inexact Newton method for nonconvex equality constrained optimization

A filter line search algorithm based on an inexact Newton method for nonconvex equality... We propose an inexact Newton method with a filter line search algorithm for nonconvex equality constrained optimization. Inexact Newton’s methods are needed for large-scale applications which the iteration matrix cannot be explicitly formed or factored. We incorporate inexact Newton strategies in filter line search, yielding algorithm that can ensure global convergence. An analysis of the global behavior of the algorithm and numerical results on a collection of test problems are presented. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Mathematicae Applicatae Sinica Springer Journals

A filter line search algorithm based on an inexact Newton method for nonconvex equality constrained optimization

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Publisher
Springer Berlin Heidelberg
Copyright
Copyright © 2017 by Institute of Applied Mathematics, Academy of Mathematics and System Sciences, Chinese Academy of Sciences and Springer-Verlag GmbH Germany
Subject
Mathematics; Applications of Mathematics; Math Applications in Computer Science; Theoretical, Mathematical and Computational Physics
ISSN
0168-9673
eISSN
1618-3932
D.O.I.
10.1007/s10255-017-0691-0
Publisher site
See Article on Publisher Site

Abstract

We propose an inexact Newton method with a filter line search algorithm for nonconvex equality constrained optimization. Inexact Newton’s methods are needed for large-scale applications which the iteration matrix cannot be explicitly formed or factored. We incorporate inexact Newton strategies in filter line search, yielding algorithm that can ensure global convergence. An analysis of the global behavior of the algorithm and numerical results on a collection of test problems are presented.

Journal

Acta Mathematicae Applicatae SinicaSpringer Journals

Published: Aug 7, 2017

References

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