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Persistent URL http://purl.org/net/epubs/work/40521
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Record Id 40521
Title Global Convergence of Trust-Region SQP-Filter Algorithms for General Nonlinear Programming
Abstract Global convergence to first-order critical points is proved for two trust-region SQP-filter algorithms of the type introduced by Fletcher and Leyffer (1997). The algorithms allow for an approximate solution of the quadratic subproblem and incorporate the safeguarding tests described in Fletcher, Leyffer and Toint (1998). The first algorithm decomposes the step into its normal and tangential components, while the second replaces this decomposition by a stronger condition on the associated model decrease.
Organisation CCLRC , CSE , CSE-NAG
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Language English (EN)
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Journal Article SIAM J Optimiz 13 (2002): 635-659. doi:10.1137/S1052623499357258 2002