An SQP-filter method for inequality constrained optimization and its global convergence (Q555460)
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scientific article; zbMATH DE number 5931375
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| English | An SQP-filter method for inequality constrained optimization and its global convergence |
scientific article; zbMATH DE number 5931375 |
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An SQP-filter method for inequality constrained optimization and its global convergence (English)
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22 July 2011
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The authors combine a successive quadratic programming (SQP) method with a filter approach to obtain a globally convergent optimization algorithm. On six pages, the algorithm is stated, global convergence is proved, and numerical results are presented. For this purpose, the convergence result is established in major parts by references to other papers. Numerical results are given for seven problems out of the Hock-Schittkowsky test set without a direct comparison to other methods.
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filter approach
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global convergence
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inequality constraint optimization
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successive quadratic programming (SQP) method
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numerical results
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0.9145880937576294
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0.9038251042366028
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0.8878138661384583
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0.8673209547996521
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0.866195797920227
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