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A globally and superlinearly convergent modified SQP-filter method

โœ Scribed by Ke Su


Book ID
106414500
Publisher
Springer US
Year
2007
Tongue
English
Weight
203 KB
Volume
41
Category
Article
ISSN
0925-5001

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A modified SQP method with nonmonotone t
โœ Ke Su; Zhensheng Yu ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 460 KB

In this paper, we propose a modified SQP method, which uses neither a penalty function nor a filter, for the nonlinear programming problems. The proposed mechanism for accepting the trial step is carried out by a nonmonotone technique. Under some conditions, we establish the global convergence of th