Global and Local Convergence of Line Search Filter Methods for Nonlinear Programming

@inproceedings{Wchter2002GlobalAL,
  title={Global and Local Convergence of Line Search Filter Methods for Nonlinear Programming},
  author={Andreas W{\"a}chter and Lorenz T. Biegler},
  year={2002}
}
Line search methods for nonlinear programming using Fletcher and Leyffer’s filter method, which replaces the traditional merit function, are proposed and their global and local convergence properties are analyzed. Previous theoretical work on filter methods has considered trust region algorithms and only the question of global convergence. The presented framework is applied to barrier interior point and active set SQP algorithms. Under mild assumptions it is shown that every limit point of the… CONTINUE READING

Citations

Publications citing this paper.
Showing 1-10 of 24 extracted citations

References

Publications referenced by this paper.
Showing 1-10 of 30 references

An Interior Point Algorithm for Large-Scale Nonlinear Optimization with Applications in Process Engineering

  • A. Wächter
  • PhD thesis,
  • 2002
Highly Influential
4 Excerpts

Trust-Region Methods

  • A. R. Conn, N.I.M. Gould, Ph. L. Toint
  • 2000
Highly Influential
5 Excerpts

Numerical Optimization

  • J. Nocedal, S. Wright
  • 1999
Highly Influential
3 Excerpts

A globally convergent primal-dual interior-point method for constrained optimization

  • H. Yamashita
  • Optimization Methods and Software,
  • 1998
Highly Influential
4 Excerpts

Similar Papers

Loading similar papers…