Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming

@article{Fletcher2002GlobalCO,
  title={Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming},
  author={Roger Fletcher and Nicholas I. M. Gould and Sven Leyffer and Philippe L. Toint and Andreas W{\"a}chter},
  journal={SIAM Journal on Optimization},
  year={2002},
  volume={13},
  pages={635-659}
}
A trust-region SQP-filter algorithm of the type introduced by Fletcher and Leyffer [Math. Program., 91 (2002), pp. 239–269] that decomposes the step into its normal and tangential components allows for an approximate solution of the quadratic subproblem and incorporates the safeguarding tests described in Fletcher, Leyffer, and Toint [On the Global Convergence of an SLPFilter Algorithm, Technical Report 98/13, Department of Mathematics, University of Namur, Namur, Belgium, 1998; On the Global… CONTINUE READING
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Trust-Region Methods

  • A. R. Conn, N.I.M. Gould, P. L. Toint
  • MPS-SIAM Ser. Optim. 1, SIAM, Philadelphia
  • 2000
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