A trust region filter method for general non-linear programming
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Publication:2489398
The authors propose two trust region filter algorithms for solving a general nonlinear programming minimization problem, that under certain conditions produces Kuhn-Tucker points. The basic idea for the algorithms is that in every step the trust region approach produces a new iteration point and some filtered rules are employed to determine whether this point is accepted by the filter set or not, the filter set being a set of points such that no point dominates any other in the sense of multi-objective terminology. These algorithms can avoid the Maratos effect.
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Cites work
- A globally convergent primal-dual interior-point filter method for nonlinear programming
- A Pattern Search Filter Method for Nonlinear Programming without Derivatives
- Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
- scientific article; zbMATH DE number 1998924 (Why is no real title available?)
- Nonlinear programming without a penalty function.
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- Numerical Optimization
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- On the convergence of a new trust region algorithm
- On the Global Convergence of a Filter--SQP Algorithm
- On the global convergence of an SLP-filter algorithm that takes EQP steps
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- Trust Region Methods
Cited in
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- A robust trust region algorithm for solving general nonlinear programming
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- Convergence of a three-dimensional dwindling filter algorithm without feasibility restoration phase
- A smoothing trust region filter algorithm for nonsmooth least squares problems
- A filter Newton dogleg method and its implementation
- Trust region filter SQP method for nonlinear programming:local convergence
- Trust-region filter method with NCP function
- A filter algorithm for nonlinear systems of equalities and inequalities
- A filter method for nonlinear semidefinite programming with global convergence
- A dwindling filter inexact projected Hessian algorithm for large scale nonlinear constrained optimization
- An infeasible active-set QP-free algorithm for general nonlinear programming
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- A modified filter SQP method as a tool for optimal control of nonlinear systems with spatio-temporal dynamics
- A modified QP-free feasible method
- An SQP-filter method for inequality constrained optimization and its global convergence
- A trust region SQP-filter method for nonlinear second-order cone programming
- Sequential penalty quadratic programming filter methods for nonlinear programming
- A dwindling filter line search algorithm for nonlinear equality constrained optimization
- A globally and superlinearly convergent modified SQP-filter method
- A projection-filter method for solving nonlinear complementarity problems
- A new filter-Levenberg-Marquardt method with disturbance for solving nonlinear complementarity problems
- A modified SQP-filter method for nonlinear complementarity problem
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