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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Vydané v:	Numerical algorithms Ročník 56; číslo 4; s. 537 - 559
Hlavní autori:	Gu, Chao, Zhu, Detong
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Boston Springer US 01.04.2011 Springer Nature B.V
Predmet:	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
On-line prístup:	Získať plný text
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