Fletcher, Roger; Leyffer, Sven; Toint, Philippe L. On the global convergence of a filter-SQP algorithm. (English) Zbl 1029.65063 SIAM J. Optim. 13, No. 1, 44-59 (2002). 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. Reviewer: S.Zlobec (Montreal) Cited in 3 ReviewsCited in 139 Documents MSC: 65K05 Numerical mathematical programming methods 49M37 Numerical methods based on nonlinear programming 90C26 Nonconvex programming, global optimization 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 PDFBibTeX XMLCite \textit{R. Fletcher} et al., SIAM J. Optim. 13, No. 1, 44--59 (2002; Zbl 1029.65063) Full Text: DOI