A non-monotone line search multidimensional filter-SQP method for general nonlinear programming

DOI10.1007/s11075-010-9403-zzbMath1216.65071OpenAlexW2081363649MaRDI QIDQ2430756

Chao Gu, De-Tong Zhu

Publication date: 8 April 2011

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11075-010-9403-z

zbMATH Keywords

convergenceglobal convergencenumerical examplesline searchnon-monotoneMaratos effectsuccessive quadratic programming (SQP)local superlinear convergencegeneral nonlinear programmingmultidimensional filterWächter-Biegler methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

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Uses Software

• SNOPT

Cites Work

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