TY - JOUR
T1 - A New SQP-Filter Method for Solving Nonlinear Programming Problems
AU - Duoquan Li
JO - Journal of Computational Mathematics
VL - 5
SP - 609
EP - 634
PY - 2006
DA - 2006/10
SN - 24
DO - http://doi.org/
UR - https://global-sci.org/intro/article_detail/jcm/8778.html
KW - Nonlinear programming, Sequential quadratic programming, Filter, Restoration phase, Maratos affects, Global convergence, Multi-objective optimization, Quadratic
programming subproblem.
AB - <p style="text-align: justify;">In&nbsp;[4], Fletcher and Leyffer present a new method that solves nonlinear programming problems without a penalty function by SQP-Filter algorithm. It has attracted much attention due to its good numerical results. In this paper we propose a new SQP-Filter method which can overcome Maratos effect more effectively. We give stricter acceptant criteria when the iterative points are far from the optimal points and looser ones vice-versa. About this new method, the proof of global convergence is also presented under standard assumptions. Numerical results show that our method is efficient.</p>