Global convergence of a tri-dimensional filter SQP algorithm based on the line search method

18Citations
Citations of this article
4Readers
Mendeley users who have this article in their library.
Get full text

Abstract

In this paper, we propose a new filter line search SQP method in which the violations of equality and inequality constraints are considered separately. Thus the filter in our algorithm is composed by three components: objective function value, equality and inequality constraints violations. The filter with three components accepts reasonable steps flexibly, comparing that with two components. The new filter shares some features with the Chin and Fletcher's approach, namely the "slanting envelope" and the "inclusion property". Under mild conditions, the filter line search SQP method is proven to be globally convergent. Numerical experiments also show the efficiency of our method. © 2008 IMACS.

Cite

CITATION STYLE

APA

Shen, C., Xue, W., & Pu, D. (2009). Global convergence of a tri-dimensional filter SQP algorithm based on the line search method. Applied Numerical Mathematics, 59(2), 235–250. https://doi.org/10.1016/j.apnum.2008.01.005

Register to see more suggestions

Mendeley helps you to discover research relevant for your work.

Already have an account?

Save time finding and organizing research with Mendeley

Sign up for free