2016
DOI: 10.1080/0305215x.2016.1176828
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An efficient interior-point algorithm with new non-monotone line search filter method for nonlinear constrained programming

Abstract: An efficient primal-dual interior-point algorithm using a new nonmonotone line search filter method is presented for nonlinear constrained programming, which is widely applied in engineering optimization. The new non-monotone line search technique is introduced to lead to relaxed step acceptance conditions and improved convergence performance. It can also avoid the choice of the upper bound on the memory, which brings obvious disadvantages to traditional techniques. Under mild assumptions, the global convergen… Show more

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Cited by 14 publications
(3 citation statements)
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“…Therefore, P out and q are taken as the operating conditions for adjusting the separation effect. The optimization problems for a fixed number of stages are solved equation-oriented using the modified interior-point solver proposed by Wang and Liu . A convergence step tolerance of 10 –8 has been used for the optimizer.…”
Section: Optimizationmentioning
confidence: 99%
“…Therefore, P out and q are taken as the operating conditions for adjusting the separation effect. The optimization problems for a fixed number of stages are solved equation-oriented using the modified interior-point solver proposed by Wang and Liu . A convergence step tolerance of 10 –8 has been used for the optimizer.…”
Section: Optimizationmentioning
confidence: 99%
“…Considering the large number of equations, the advanced solving method, such as Broyden-Fletcher-Goldfarb-Shanno SQP method [40] and interior point method, [41] should be employed. But the optimizer of gPROMS, named as SRQPD solver, employs SQP method for the solution of the nonlinear programming problem.…”
Section: Optimization Of Economic Benefitsmentioning
confidence: 99%
“…Moreover, it has a capability to solve problems with equality, as well as inequality constraints. An efficient primaldual interior-point algorithm using a new non-monotone line search filter method was presented in [20]. The designed nonmonotone line search technique has been introduced to lead to relaxed step acceptance conditions and improved convergence performance.…”
Section: Introductionmentioning
confidence: 99%