A non-monotone line search multidimensional filter-SQP method for general nonlinear programming (Q2430756): Difference between revisions

The authors present a non-monotone line search multidimensional filter-successive quadratic programming (SQP) method for general nonlinear programmig based on Wächter-Biegler methods for nonlinear equality constrained programming. Under mild conditions, the global convergence and local superlinear convergence of the method are obtained. It employs the non-monotone idea to sufficient reduction conditions and filter which leads to a flexibility and acceptance behavior comparable to monotone methods. Furthemore, with the non-monotone technique and a second order correction step, the method does not suffer from the Maratos effect, so that fast local convergence to second order sufficient local solutions is achieved. Numerical tests confirm the efficiency of the approach.