Composite-step like filter methods for equality constraint problems
Puyan Nie
Source PublicationJournal of Computational Mathematics
AbstractIn a composite-step approach, a step sk is computed as the sum of two components V_k and h_k. The normal component V_k, which is called the vertical step, aims to improve the linearized feasibility, while the tangential component hk, which is also called horizontal step, concentrates on reducing a model of the merit functions. As a filter method, it reduces both the infeasibility and the objective function. This is the same property of these two methods. In this paper, one concerns the composite-step like filter approach. That is, a step is tangential component h_k if the infeasibility is reduced. Or else, s_k is a composite step composed of normal component Vk and tangential component h_k.
Document Type期刊论文
Recommended Citation
GB/T 7714
Puyan Nie. Composite-step like filter methods for equality constraint problems[J]. Journal of Computational Mathematics,2003,21(5):613.
APA Puyan Nie.(2003).Composite-step like filter methods for equality constraint problems.Journal of Computational Mathematics,21(5),613.
MLA Puyan Nie."Composite-step like filter methods for equality constraint problems".Journal of Computational Mathematics 21.5(2003):613.
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