A globally convergent line search filter SQP method for inequality constrained optimization
Summary: A line search filter SQP method for inequality constrained optimization is presented. This method makes use of a backtracking line search procedure to generate step size and the efficiency of the filter technique to determine step acceptance. At each iteration, the subproblem is always consistent, and it only needs to solve one QP subproblem. Under some mild conditions, the global convergence property can be guaranteed. In the end, numerical experiments show that the method in this paper is effective.
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- Global convergence of a tri-dimensional filter SQP algorithm based on the line search method
- A line search filter-SQP method with Lagrangian function for nonlinear inequality constrained optimization
- A line search filter inexact SQP method for nonlinear equality constrained optimization
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- scientific article; zbMATH DE number 5583495 (Why is no real title available?)
- An SQP-filter method for inequality constrained optimization and its global convergence
- Global convergence of a tri-dimensional filter SQP algorithm based on the line search method
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