A Class of Inexact Secant Algorithms with Line Search Filter Method for Nonlinear Programming

We propose a class of inexact secant methods in association with the line search filter technique for solving nonlinear equality constrained optimization. Compared with other filter methods that combine the line search method applied in most large-scale optimization problems, the inexact line search...

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Autores principales:	Zhujun Wang, Li Cai
Formato:	article
Lenguaje:	EN
Publicado:	Hindawi Limited 2021
Materias:	Engineering (General). Civil engineering (General) TA1-2040 Mathematics QA1-939
Acceso en línea:	https://doaj.org/article/6c156defa8e04ebe97b437c4f1bb5c81
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spelling	oai:doaj.org-article:6c156defa8e04ebe97b437c4f1bb5c812021-11-22T01:11:06ZA Class of Inexact Secant Algorithms with Line Search Filter Method for Nonlinear Programming1563-514710.1155/2021/6253424https://doaj.org/article/6c156defa8e04ebe97b437c4f1bb5c812021-01-01T00:00:00Zhttp://dx.doi.org/10.1155/2021/6253424https://doaj.org/toc/1563-5147We propose a class of inexact secant methods in association with the line search filter technique for solving nonlinear equality constrained optimization. Compared with other filter methods that combine the line search method applied in most large-scale optimization problems, the inexact line search filter algorithm is more flexible and realizable. In this paper, we focus on the analysis of the local superlinear convergence rate of the algorithms, while their global convergence properties can be obtained by making an analogy with our previous work. These methods have been implemented in a Matlab code, and detailed numerical results indicate that the proposed algorithms are efficient for 43 problems from the CUTEr test set.Zhujun WangLi CaiHindawi LimitedarticleEngineering (General). Civil engineering (General)TA1-2040MathematicsQA1-939ENMathematical Problems in Engineering, Vol 2021 (2021)
institution	DOAJ
collection	DOAJ
language	EN
topic	Engineering (General). Civil engineering (General) TA1-2040 Mathematics QA1-939
spellingShingle	Engineering (General). Civil engineering (General) TA1-2040 Mathematics QA1-939 Zhujun Wang Li Cai A Class of Inexact Secant Algorithms with Line Search Filter Method for Nonlinear Programming
description	We propose a class of inexact secant methods in association with the line search filter technique for solving nonlinear equality constrained optimization. Compared with other filter methods that combine the line search method applied in most large-scale optimization problems, the inexact line search filter algorithm is more flexible and realizable. In this paper, we focus on the analysis of the local superlinear convergence rate of the algorithms, while their global convergence properties can be obtained by making an analogy with our previous work. These methods have been implemented in a Matlab code, and detailed numerical results indicate that the proposed algorithms are efficient for 43 problems from the CUTEr test set.
format	article
author	Zhujun Wang Li Cai
author_facet	Zhujun Wang Li Cai
author_sort	Zhujun Wang
title	A Class of Inexact Secant Algorithms with Line Search Filter Method for Nonlinear Programming
title_short	A Class of Inexact Secant Algorithms with Line Search Filter Method for Nonlinear Programming
title_full	A Class of Inexact Secant Algorithms with Line Search Filter Method for Nonlinear Programming
title_fullStr	A Class of Inexact Secant Algorithms with Line Search Filter Method for Nonlinear Programming
title_full_unstemmed	A Class of Inexact Secant Algorithms with Line Search Filter Method for Nonlinear Programming
title_sort	class of inexact secant algorithms with line search filter method for nonlinear programming
publisher	Hindawi Limited
publishDate	2021
url	https://doaj.org/article/6c156defa8e04ebe97b437c4f1bb5c81
work_keys_str_mv	AT zhujunwang aclassofinexactsecantalgorithmswithlinesearchfiltermethodfornonlinearprogramming AT licai aclassofinexactsecantalgorithmswithlinesearchfiltermethodfornonlinearprogramming AT zhujunwang classofinexactsecantalgorithmswithlinesearchfiltermethodfornonlinearprogramming AT licai classofinexactsecantalgorithmswithlinesearchfiltermethodfornonlinearprogramming
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A Class of Inexact Secant Algorithms with Line Search Filter Method for Nonlinear Programming

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