A Class of Inexact Secant Algorithms with Line Search Filter Method for Nonlinear Programming. (10th November 2021)

• Record Type: Journal Article
• Authors: Wang, Zhujun; Cai, Li
• Other Names: Wang Guoqiang Academic Editor.
• Is Part Of: Mathematical problems in engineering. Volume 2021(2021)
• Publication Date: 2021-11-10
• Subjects: Engineering mathematics -- Periodicals; 510.2462
• DOI: 10.1155/2021/6253424
• Languages: English
• ISSNs: 1024-123X

Abstract

Abstract : 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.