Optimization Online


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 )


Download: [PDF]

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

Modify/Update this entry

  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository


Coordinator's Board
Classification Scheme
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Optimization Society