Global Convergence of a Hybrid Trust-Region SQP-Filter Algorithm for General Nonlinear Programming: IFIP TC7 20th Conference on System Modeling and Optimization, July 23-27, 2001, Trier, Germany

Nick Gould; Philippe Toint

Global Convergence of a Hybrid Trust-Region SQP-Filter Algorithm for General Nonlinear Programming: IFIP TC7 20th Conference on System Modeling and Optimization, July 23-27, 2001, Trier, Germany

Research output: Contribution in Book/Catalog/Report/Conference proceeding › Chapter

Abstract

Global convergence to first-order critical points is proved for a variant of the trust-region SQP-filter algorithm analyzed in Fletcher, Gould, Leyffer, Toint and Waechter (2002). This variant allows the use of two types of step strategies: the first decomposes the step into its normal and tangential components, while the second replaces this decomposition by a stronger condition on the associated model decrease

Original language	English
Title of host publication	System Modeling and Optimization XX
Editors	E Sachs, R Tichatschke
Place of Publication	Dordrecht, NL
Publisher	Kluwer Academic Publishers
Pages	23-54
Number of pages	32
ISBN (Print)	1-4020-7565-0
Publication status	Published - 2003

Keywords

Filter methods
nonlinear optimization
convergence theory.
sequential quadratic programming

Cite this

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title = "Global Convergence of a Hybrid Trust-Region SQP-Filter Algorithm for General Nonlinear Programming: IFIP TC7 20th Conference on System Modeling and Optimization, July 23-27, 2001, Trier, Germany",

abstract = "Global convergence to first-order critical points is proved for a variant of the trust-region SQP-filter algorithm analyzed in Fletcher, Gould, Leyffer, Toint and Waechter (2002). This variant allows the use of two types of step strategies: the first decomposes the step into its normal and tangential components, while the second replaces this decomposition by a stronger condition on the associated model decrease",

keywords = "Filter methods, nonlinear optimization, convergence theory., sequential quadratic programming",

author = "Nick Gould and Philippe Toint",

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editor = "E Sachs and R Tichatschke",

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Global Convergence of a Hybrid Trust-Region SQP-Filter Algorithm for General Nonlinear Programming: IFIP TC7 20th Conference on System Modeling and Optimization, July 23-27, 2001, Trier, Germany. / Gould, Nick; Toint, Philippe.
System Modeling and Optimization XX. ed. / E Sachs; R Tichatschke. Dordrecht, NL: Kluwer Academic Publishers, 2003. p. 23-54.

Research output: Contribution in Book/Catalog/Report/Conference proceeding › Chapter

TY - CHAP

T1 - Global Convergence of a Hybrid Trust-Region SQP-Filter Algorithm for General Nonlinear Programming

T2 - IFIP TC7 20th Conference on System Modeling and Optimization, July 23-27, 2001, Trier, Germany

AU - Gould, Nick

AU - Toint, Philippe

N1 - Publication editors : E. Sachs and R. Tichatschke

PY - 2003

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N2 - Global convergence to first-order critical points is proved for a variant of the trust-region SQP-filter algorithm analyzed in Fletcher, Gould, Leyffer, Toint and Waechter (2002). This variant allows the use of two types of step strategies: the first decomposes the step into its normal and tangential components, while the second replaces this decomposition by a stronger condition on the associated model decrease

AB - Global convergence to first-order critical points is proved for a variant of the trust-region SQP-filter algorithm analyzed in Fletcher, Gould, Leyffer, Toint and Waechter (2002). This variant allows the use of two types of step strategies: the first decomposes the step into its normal and tangential components, while the second replaces this decomposition by a stronger condition on the associated model decrease

KW - Filter methods

KW - nonlinear optimization

KW - convergence theory.

KW - sequential quadratic programming

M3 - Chapter

SN - 1-4020-7565-0

SP - 23

EP - 54

BT - System Modeling and Optimization XX

A2 - Sachs, E

A2 - Tichatschke, R

PB - Kluwer Academic Publishers

CY - Dordrecht, NL

ER -

Global Convergence of a Hybrid Trust-Region SQP-Filter Algorithm for General Nonlinear Programming: IFIP TC7 20th Conference on System Modeling and Optimization, July 23-27, 2001, Trier, Germany

Abstract

Keywords

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