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A Class of Inexact Secant Algorithms with Line Search Filter Method for Nonlinear Programming

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  • Zhujun Wang
  • Li Cai

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.

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  • Zhujun Wang & Li Cai, 2021. "A Class of Inexact Secant Algorithms with Line Search Filter Method for Nonlinear Programming," Mathematical Problems in Engineering, Hindawi, vol. 2021, pages 1-9, November.
    • Handle: RePEc:hin:jnlmpe:6253424
    DOI: 10.1155/2021/6253424
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