A nonmonotone SQP-filter method for equality constrained optimization

In this paper, we propose a nonmonotone sequential quadratic programming-filter method for solving nonlinear equality constrained optimization. This new method has more flexibility for the acceptance of the trial step and requires less computational costs compared with the monotone methods. Under re...

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Bibliographic Details
Published in:	International journal of computer mathematics Vol. 87; no. 15; pp. 3489 - 3506
Main Authors:	Gu, Chao, Zhu, Detong
Format:	Journal Article
Language:	English
Published:	Abingdon Taylor & Francis 01.12.2010 Taylor & Francis Ltd
Subjects:	Acceptance Algorithms Computational efficiency Computational mathematics Computer simulation Constraints Convergence filter method Flexibility line search Maratos effect Mathematical models Nonlinear equations nonmonotone Optimization Optimization algorithms
ISSN:	0020-7160, 1029-0265
Online Access:	Get full text
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