Comparison of filter line search algorithms in the primal-dual barrier approach for nonlinear programming

摘要

In this paper, we present a new filter line search method based ontwo measures that is integrated into the primal-dual barrier methoddeveloped by Wachter and Biegler [Mathematical Programming 106(2006), pp. 25--57] for nonlinear programming. One measure arisesdirectly from the first order optimality conditions of the problemand the other is the barrier function. Primary assessment of themethod has been done with a well-known collection of problems andcompared with the solver IPOPT.