Filter-SSLE method based on line search technology

Abstract

In this article, we consider a nonlinear optimization problem with constraints. On the basis of existing research, we present an infeasible Filter-SSLE based line search technique. The algorithm only solves two linear equations with the same coefficient matrix in each iteration step to obtain the iteration direction, and the equations only contain the constraint on work concentration. The scale is much smaller than that of the original one. At the same time, we adopt the Filter technology in the algorithm, which avoids the difficulty of penalty function parameter selection caused by different problems in the penalty function method, and enhances the practicability of the algorithm.