On the Global Convergence of a Filter--SQP Algorithm

DOI10.1137/S105262340038081XzbMath1029.65063DBLPjournals/siamjo/FletcherLT02OpenAlexW1997138910WikidataQ58185842 ScholiaQ58185842MaRDI QIDQ4785868

Sven Leyffer, Roger Fletcher, Phillipe L. Toint

Publication date: 5 January 2003

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s105262340038081x

zbMATH Keywords

algorithmglobal convergencesequential quadratic programmingmultiobjective optimizationnonlinear programmingfiltertrust region method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Methods of successive quadratic programming type (90C55)

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