A filter algorithm: comparison with NLP solvers

References

• Fletcher , R. and Leyffer , S. 2002 . Nonlinear programming without a penalty function . Mathematical Programming , 91 : 239 – 270 .
   Web of Science ®Google Scholar
• Martí nez , J. M. and Pilotta , E. A. 2000 . Inexact-restoration algorithm for constrained optimization . Journal of Optimization Theory and Applications , 104 : 135 – 163 .
   Google Scholar
• Martínez , J. M. and Pilotta , E. A. 2005 . “ Inexact restoration methods for nonlinear programming: advances and perspectives ” . In Optimization and Control with Applications, in the series Applications in Optimization , Vol 96 , 271 – 292 . New York : Springer .
   Google Scholar
• Birgin , E. G. and Martínez , J. M. 2005 . Local convergence of an inexact-restoration method and numerical experiments . Journal of Optimization Theory and Applications , 127 : 229 – 247 .
   Web of Science ®Google Scholar
• Martí nez , J. M. 2001 . Inexact-restoration method with lagrangian tangent decrease and new merit function for nonlinear programming . Journal of Optimization Theory and Applications , 111 : 39 – 58 .
   Google Scholar
• Gonzaga , C. C. , Karas , E. and Vanti , M. 2003 . A globally convergent filter method for nonlinear programming . SIAM Journal on Optimization , 14 : 646 – 669 .
   Web of Science ®Google Scholar
• Antunes , A. S. and Monteiro , M. T.T. Paper presented at the XXVIII Congreso Nacional de Estatí stica e Investigación Operativa . October 25–29 , Cádiz.
   Google Scholar
• Wächter , A. and Biegler , L. T. 2006 . On the implementation of a interior-point filter line-search algorithm for large-scale nonlinear programming . Mathematical Programming , 106 : 25 – 57 .
   Web of Science ®Google Scholar
• Wächter , A. and Biegler , L. T. 2005 . Line search filter methods for nonlinear programming: local convergence . SIAM Journal Optimization , 16 : 32 – 48 .
   Web of Science ®Google Scholar
• Wächter , A. and Biegler , L. T. 2005 . Line search methods for nonlinear programming: motivation and global convergence . SIAM Journal of Optimization , 16 : 1 – 31 .
   Web of Science ®Google Scholar
• Chin , C. M. 2002 . A global convergence theory of a filter line search method for nonlinear programming . Numerical Optimization Report ,
   Google Scholar
• Chin , C. M. 2003 . A local convergence theory of a filter line search method for nonlinear programming . Numerical Optimization Report ,
   Google Scholar
• Gill , P. E. , Hammarling , S. J. , Saunders , M. A. and Wright , M. H. 1986 . “ User's guide for LSSOL: a fortran package for constrained linear least-squares and convex quadratic programming ” . Systems Optimization Laboratory, Department of Operations Research, Stanford University . Technical Report 86-1
   Google Scholar
• Gill , P. E. , Murray , W. , Saunders , M. A. and Wright , M. H. 1986 . “ User's guide for NPSOL: a fortran package for nonlinear programming ” . Systens Optimization Laboratory, Department of Operations Research, Stanford University . Technical Report 86-2
   Google Scholar
• Fourer , R. , Gay , D. M. and Kernighan , B. W. 1993 . AMPL: A Modelling Language for Mathematical Programming , Pacific Grove, CA : Duxburg Press .
   Google Scholar
• Gay , D. M. 1997 . “ Hooking your solver to AMPL ” . Computing Sciences Research Center, Bell Laboratories . Technical Report 97-4-06
   Google Scholar
• Silva , C. E.P. and Monteiro , M. T.T. 2006 . “ A filter inexact-restoration method for nonlinear programming ” . In TOP submitted
   Google Scholar
• Vanderbei , R. J. 1999 . “ LOQO user's manual, version 4.05 ” . Operations Research and Financial Engineering, Princeton University . Technical Report ORFE-99
   Google Scholar
• Dolan , E. D. and Moré , J. J. 2001 . Benchmarking optimization software with performance profiles . Mathematical Programming A , 91 : 201 – 213 .
   Google Scholar