TY - JOUR
T1 - Composite-Step Like Filter Methods for Equality Constraint Problems
AU - Nie , Pu-Yan
JO - Journal of Computational Mathematics
VL - 5
SP - 613
EP - 624
PY - 2003
DA - 2003/10
SN - 21
DO - http://doi.org/
UR - https://global-sci.org/intro/article_detail/jcm/10240.html
KW - Composite-step like approaches, Filter methods, Equality constraints, Sequential quadratic programming(SQP) algorithms, Tangential component, Convergence.
AB - <p style="text-align: justify;">&nbsp; In a composite-step approach, a step $s_k$ is computed as the sum of two components $v_k$ and $h_k$. The normal component $v_k$, which is called the vertical step, aims to improve the linearized feasibility, while the tangential compoent $h_k$, which is also called horizontal step, concentrates on reducing a model of the merit functions. As a filter method, it reduces both the infeasibility and the objective function. This is the same property of these two methods. In this paper, one concerns the composite-step like filter approach. That is, a step is tangential component $h_k$ if the infeasibility is reduced. Or else, $s_k$ is a composite step composed of normal component $v_k$ and tangential component $h_k$.</p>