Numerical comparison of merit function with filter criterion in inexact restoration algorithms using hard-spheres problems

Authors:
Elizabeth W. Karas;Elvio A. Pilotta;Ademir A. Ribeiro
Affiliations:
Departamento de Matemática, Universidade Federal do Paraná, Curitiba, Brasil 81531-980;Facultad de Matemática, Astronomía y Física, Universidad Nacional de Córdoba, CIEM (CONICET), Córdoba, Argentina 5000;Departamento de Matemática, Universidade Federal do Paraná, Curitiba, Brasil 81531-980
Venue:
Computational Optimization and Applications
Year:
2009

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Abstract

Inexact Restoration methods have been introduced for solving nonlinear programming problems. Each iteration is composed of two phases. The first one reduces a measure of infeasibility, while in the second one the objective function value is reduced in a tangential approximation of the feasible set. The point obtained from the second phase is compared with the current point either by means of a merit function or by using a filter criterion. A comparative numerical study about these criteria by using a family of Hard-Spheres Problems is presented.