一簇修正的正割过滤线搜索方法解约束优化问题

A Class of Improved Secant Filter Line Search Algorithms for Constrained Optimization

结合过滤机制和内点法,提出了求解非负约束及非线性等式约束最优化问题的过滤原始对偶正割方法.数值结果证实了算法的有效性.

We propose a class of improved primal-dual interior-point secant algorithms in association with line-search filter technique for solving nonlinear equality and nonnegative constrained optimization. Numerical tests confirm the efficiency of the approach.