Non-monotone inexact restoration method for nonlinear programming

JB Francisco, DS Gonçalves, FSV Bazán… - Computational …, 2020 - Springer
JB Francisco, DS Gonçalves, FSV Bazán, LLT Paredes
Computational Optimization and Applications, 2020Springer
This paper deals with a new variant of the inexact restoration method of Fischer and
Friedlander (Comput Optim Appl 46: 333–346, 2010) for nonlinear programming. We
propose an algorithm that replaces the monotone line search performed in the tangent
phase by a non-monotone one, using the sharp Lagrangian as merit function. Convergence
to feasible points satisfying the convex approximate gradient projection condition is proved
under mild assumptions. Numerical results on representative test problems show that the …
Abstract
This paper deals with a new variant of the inexact restoration method of Fischer and Friedlander (Comput Optim Appl 46:333–346, 2010) for nonlinear programming. We propose an algorithm that replaces the monotone line search performed in the tangent phase by a non-monotone one, using the sharp Lagrangian as merit function. Convergence to feasible points satisfying the convex approximate gradient projection condition is proved under mild assumptions. Numerical results on representative test problems show that the proposed approach outperforms the monotone version when a suitable non-monotone parameter is chosen and is also competitive against other globalization strategies for inexact restoration.
Springer
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