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On the global convergence of a filter-SQP algorithm. (English) Zbl 1029.65063
A mechanism for proving global convergence in sequential quadratic programming (SQP) filter methods for nonlinear programs is described. The proposed algorithm contains a convergent inner iteration for calculating a suitable trust region radius.

MSC:
65K05 Numerical mathematical programming methods
49M37 Numerical methods based on nonlinear programming
90C26 Nonconvex programming, global optimization
90C30 Nonlinear programming
90C55 Methods of successive quadratic programming type
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