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International Conference on Computational Science and Its Applications

ICCSA 2011: Computational Science and Its Applications - ICCSA 2011 pp 231–244Cite as

On Minimizing Objective and KKT Error in a Filter Line Search Strategy for an Interior Point Method

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Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 6784))

Abstract

This paper carries out a numerical study of filter line search strategies that aim at minimizing the objective function and the Karush-Kuhn-Tucker (KKT) vector error in order to encourage global convergence of interior point methods. These filter strategies are implemented in an infeasible primal-dual interior point framework for nonlinear programming. First, we propose a filter that has four components measuring primal feasibility, complementarity, dual feasibility and optimality. The different measures arise from the KKT conditions of the problem. Then, we combine the KKT equations defining a different two-dimensional filter technique. The versions have in common the objective function as the optimality measure. The primary assessment of these techniques has been done with a well-known collection of small- and medium-scale problems.

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Author information

Authors and Affiliations

  1. Department of Mathematics and Applications, University of Minho, Portugal

    M. Fernanda P. Costa

  2. Algoritmi R&D Centre, University of Minho, Campus de Gualtar, 4710-057, Braga, Portugal

    Edite M. G. P. Fernandes

Authors
  1. M. Fernanda P. Costa
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Editor information

Editors and Affiliations

  1. L.I.S.U.T. - D.A.P.I.T., Basilicata University Potenza, 10, Viale dell’Ateneo Lucano, 85100, Potenza, Italy

    Beniamino Murgante

  2. Department of Mathematics and Computer Science, University of Perugia, Via Vanvitelli, 1, 06123, Perugia, Italy

    Osvaldo Gervasi

  3. Department of Applied Mathematics and Computational Sciences, University of Cantabria, Avda. de los Castros, s/n, C.P. 39005, Santander, Spain

    Andrés Iglesias

  4. School of Business Systems, Monash University, 3800, Clayton, VIC, Australia

    David Taniar

  5. Department of Intelligent Informatics, Kyushu Sangyo University, 2-3-1 Matsukadai, Higashi-ku, 813-8503, Fukuoka, Japan

    Bernady O. Apduhan

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© 2011 Springer-Verlag Berlin Heidelberg

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Costa, M.F.P., Fernandes, E.M.G.P. (2011). On Minimizing Objective and KKT Error in a Filter Line Search Strategy for an Interior Point Method. In: Murgante, B., Gervasi, O., Iglesias, A., Taniar, D., Apduhan, B.O. (eds) Computational Science and Its Applications - ICCSA 2011. ICCSA 2011. Lecture Notes in Computer Science, vol 6784. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-21931-3_19

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  • DOI: https://doi.org/10.1007/978-3-642-21931-3_19

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-21930-6

  • Online ISBN: 978-3-642-21931-3

  • eBook Packages: Computer ScienceComputer Science (R0)

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