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Non-monotone Inexact Restoration Method for nonlinear programming

Juliano B. Francisco (juliano.francisco***at***ufsc.br)
Douglas S. Gonçalves (douglas***at***mtm.ufsc.br)
Fermín S. V. Bazán (fermin.bazan***at***ufsc.br)
Lila L. T. Paredes (lilablossom***at***gmail.com)

Abstract: This paper deals with a new variant of the Inexact Restoration Method of Fischer and Friedlander (COAP, 46, pp. 333-346, 2010). We propose an algorithm that replaces the monotone line-search performed in the tangent phase (with regard to the penalty function) by a non-monotone one. Con- vergence to feasible points satisfying the approximate gradient projection (AGP) condition is proved under mild assumptions. Numerical results on representative test problems validate and show that the proposed ap- proach outperforms the monotone version when a suitable non-monotone parameter is chosen.

Keywords: Inexact Restoration Method; Non-monotone line-search; Nonlinear Programming; Approximate Gradient Projection

Category 1: Nonlinear Optimization (Constrained Nonlinear Optimization )

Citation:

Download: [PDF]

Entry Submitted: 10/15/2018
Entry Accepted: 10/15/2018
Entry Last Modified: 10/15/2018

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