On the Global Convergence of a Filter--SQP Algorithm

• Published in: SIAM journal on optimization Vol. 13; no. 1; pp. 44 - 59
• Main Authors: Fletcher, Roger, Leyffer, Sven, Toint, Philippe L.
• Format: Journal Article
• Language: English
• Published: Philadelphia Society for Industrial and Applied Mathematics 01.01.2002
• Subjects: Algorithms; Applied mathematics

A mechanism for proving global convergence in SQP--filter methods for nonlinear programming (NLP) is described. Such methods are characterized by their use of thedominance concept of multiobjective optimization, instead of a penalty parameter whose adjustment can be problematic. The main point of in...