A Filter Line Search Algorithm Based on an Inexact Newton Method for Nonconvex Equality Constrained Optimization

We propose an inexact Newton method with a filter line search algorithm for nonconvex equality constrained optimization. Inexact Newton＇s methods are needed for large-scale applications which the iteration matrix cannot be explicitly formed or factored. We incorporate inexact Newton strategies in fi...

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Bibliographic Details
Published in:Acta Mathematicae Applicatae Sinica 2017-07, Vol.33 (3), p.687-698
Main Authors: Wang, Zhu-jun, Zhu, De-tong, Nie, Cun-yun
Format: Article
Language:English
Subjects:
Applications of Mathematics
Iterative methods
Math Applications in Computer Science
Mathematical and Computational Physics
Mathematics
Mathematics and Statistics
Newton
Nonlinear programming
Optimization
Search algorithms
Searching
Theoretical
不精确牛顿法
滤波
等式约束优化
约束优化问题
线搜索算法
迭代矩阵
非精确
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Summary:We propose an inexact Newton method with a filter line search algorithm for nonconvex equality constrained optimization. Inexact Newton＇s methods are needed for large-scale applications which the iteration matrix cannot be explicitly formed or factored. We incorporate inexact Newton strategies in filter line search, yielding algorithm that can ensure global convergence. An analysis of the global behavior of the algorithm and numerical results on a collection of test problems are presented.
ISSN:0168-9673
1618-3932
DOI:10.1007/s10255-017-0691-0