A Nonmonotone Filter SQP Method: Local Convergence and Numerical Results
Publication:2949516
DOI10.1137/140996677zbMath1326.49042MaRDI QIDQ2949516
Nicholas I. M. Gould, Daniel P. Robinson, Yueling Loh
Publication date: 1 October 2015
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/9e2f8e4597e42fd748f60746330a5007b8abc788
sequential quadratic programming; nonlinear programming; penalty function; restoration; filter line search method; nonconvex constrained optimization problems
65K05: Numerical mathematical programming methods
90C26: Nonconvex programming, global optimization
90C30: Nonlinear programming
65K10: Numerical optimization and variational techniques
49M05: Numerical methods based on necessary conditions
49M15: Newton-type methods
90C55: Methods of successive quadratic programming type
Uses Software