A line search filter inexact SQP method for nonlinear equality constrained optimization

2012 ◽  
Vol 25 (5) ◽  
pp. 950-963
Author(s):  
Li Cai ◽  
Detong Zhu
Keyword(s):  
Constrained Optimization ◽  
Line Search ◽  
Sqp Method ◽  
Search Filter ◽  
Equality Constrained Optimization ◽  
Nonlinear Equality

scholarly journals A Globally Convergent Line Search Filter SQP Method for Inequality Constrained Optimization

2013 ◽  
Vol 2013 ◽  
pp. 1-10 ◽  
Author(s):  
Zhong Jin
Keyword(s):  
Constrained Optimization ◽  
Line Search ◽  
Convergence Property ◽  
Step Size ◽  
Sqp Method ◽  
Search Filter ◽  
Inequality Constrained Optimization ◽  
Backtracking Line Search ◽  
Global Convergence Property ◽  
Determine Step

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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