A modified SQP-filter method and its global convergence

DOI10.1016/j.amc.2007.04.014zbMath1193.90215OpenAlexW2056420916MaRDI QIDQ990647

Jianren Che, Ke Su

Publication date: 1 September 2010

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2007.04.014

zbMATH Keywords

global convergenceconstrained optimizationsequential quadratic programmingKKT point

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Methods of successive quadratic programming type (90C55)

Related Items

Global convergence of a nonmonotone filter method for equality constrained optimization ⋮ A modified filter SQP method as a tool for optimal control of nonlinear systems with spatio-temporal dynamics ⋮ A trust region SQP-filter method for nonlinear second-order cone programming ⋮ An SQP-filter method for inequality constrained optimization and its global convergence ⋮ Improved filter-SQP algorithm with active set for constrained minimax problems

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