A non-monotone line search multidimensional filter-SQP method for general nonlinear programming

In this paper, we propose a non-monotone line search multidimensional filter-SQP method for general nonlinear programming based on the Wächter–Biegler methods for nonlinear equality constrained programming. Under mild conditions, the global convergence of the new method is proved. Furthermore, with...

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Bibliographic Details
Published in:	Numerical algorithms Vol. 56; no. 4; pp. 537 - 559
Main Authors:	Gu, Chao, Zhu, Detong
Format:	Journal Article
Language:	English
Published:	Boston Springer US 01.04.2011 Springer Nature B.V
Subjects:	Algebra Algorithms Computer Science Constraints Convergence Mathematical models Nonlinear programming Nonlinearity Numeric Computing Numerical Analysis Original Paper Programming Searching Theory of Computation Line search General nonlinear programming 65K05 90C30 90C55 Multidimensional filter Maratos effect 49M37 Non-monotone Convergence
ISSN:	1017-1398, 1572-9265
Online Access:	Get full text
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