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

  title={Global and Local Convergence of Line Search Filter Methods for Nonlinear Programming},
  author={Andreas W{\"a}chter and Lorenz T. Biegler},
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


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