scholarly journals Global and local convergence of a penalty-free method for nonlinear programming

2013 ◽  
Vol 65 (4) ◽  
pp. 589-608 ◽  
Author(s):  
Zhongwen Chen ◽  
Songqiang Qiu
Keyword(s):  
Nonlinear Programming ◽  
Local Convergence ◽  
Global And Local

Global and local convergence of a filter line search method for nonlinear programming

2007 ◽  
Vol 22 (3) ◽  
pp. 365-390 ◽  
Author(s):  
Choong Ming Chin ◽  
Abdul Halim Abdul Rashid ◽  
Khalid Mohamed Nor
Keyword(s):  
Nonlinear Programming ◽  
Local Convergence ◽  
Line Search ◽  
Search Method ◽  
Line Search Method ◽  
Global And Local

scholarly journals A Primal-Dual Interior-Point Method for Nonlinear Programming with Strong Global and Local Convergence Properties

2003 ◽  
Vol 14 (1) ◽  
pp. 173-199 ◽  
Author(s):  
André L. Tits ◽  
Andreas Wächter ◽  
Sasan Bakhtiari ◽  
Thomas J. Urban ◽  
Craig T. Lawrence
Keyword(s):  
Nonlinear Programming ◽  
Interior Point ◽  
Local Convergence ◽  
Interior Point Method ◽  
Point Method ◽  
Convergence Properties ◽  
Primal Dual ◽  
Global And Local

A feasible filter SQP algorithm with global and local convergence

2012 ◽  
Vol 40 (1-2) ◽  
pp. 261-275 ◽  
Author(s):  
Meiling Liu ◽  
Xueqian Li ◽  
Dingguo Pu
Keyword(s):  
Local Convergence ◽  
Sqp Algorithm ◽  
Global And Local

scholarly journals A Filter Algorithm with Inexact Line Search

2012 ◽  
Vol 2012 ◽  
pp. 1-20 ◽  
Author(s):  
Meiling Liu ◽  
Xueqian Li ◽  
Qinmin Wu
Keyword(s):  
Nonlinear Programming ◽  
Global Convergence ◽  
Local Convergence ◽  
Numerical Experiments ◽  
Line Search ◽  
Second Order ◽  
Lagrangian Function ◽  
Order Correction ◽  
Inexact Line Search ◽  
Mild Conditions

A filter algorithm with inexact line search is proposed for solving nonlinear programming problems. The filter is constructed by employing the norm of the gradient of the Lagrangian function to the infeasibility measure. Transition to superlinear local convergence is showed for the proposed filter algorithm without second-order correction. Under mild conditions, the global convergence can also be derived. Numerical experiments show the efficiency of the algorithm.

Sign in / Sign up

Export Citation Format

Share Document