A line search filter secant method for nonlinear equality constrained optimization (Q601901): Difference between revisions

Let \(f\) and \(c_{i}\) (\(i=1,...,m\)) be twice continuously differentiable functions on \(\mathbb{R}^{n}\), with \(m<n\). To minimize \(f(x)\) subject to \(c_{i}(x)=0\) (\(i=1,...,m\)), the authors consider a line search filter secant algorithm, employing a backtracking line search procedure and second order correction steps. Under different sets of assumptions, they prove global convergence as well as two-step q-superlinear local convergence. Some numerical experiments are presented.