On the global convergence of an SLP-filter algorithm that takes EQP steps

@article{Chin2003OnTG,
  title={On the global convergence of an SLP-filter algorithm that takes EQP steps},
  author={Choong Ming Chin and Roger Fletcher},
  journal={Math. Program.},
  year={2003},
  volume={96},
  pages={161-177}
}
A mechanism for proving global convergence in lter{type methods for nonlinear programming is described. Such methods are characterized by their use of the dominance concept of multiobjective optimization, instead of a penalty parameter whose adjustment can be problematic. The main point of interest is to demonstrate how convergence for NLP can be induced without forcing suucient descent in a penalty-type merit function. The proof technique is presented in a fairly basic context, but the ideas… CONTINUE READING
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