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Zbl 1029.65063
Fletcher, Roger; Leyffer, Sven; Toint, Philippe L.
On the global convergence of a filter-SQP algorithm. (English)
[J] SIAM J. Optim. 13, No.1, 44-59 (2002). ISSN 1052-6234; ISSN 1095-7189/e

A mechanism for proving global convergence in sequential quadratic programming (SQP) filter methods for nonlinear programs is described. The proposed algorithm contains a convergent inner iteration for calculating a suitable trust region radius.
[S.Zlobec (Montreal)]

MSC 2000:: *65K05 Mathematical programming (numerical methods)
49M37 Methods of nonlinear programming type
90C26 Nonconvex programming
90C30 Nonlinear programming
90C55 Methods of successive quadratic programming type

Keywords: nonlinear programming; global convergence; filter; multiobjective optimization; trust region method; sequential quadratic programming; algorithm

Cited in: Zbl 1226.65059 Zbl 1185.65099 Zbl 1146.90525

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