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A mechanism for proving gobal convergence in filter-type methods for nonlinear programming is described. Such methods are characterized by their use of the dominance concept of multi-objective optimization, instead of a penalty paremeter whose adjustment can be problematic. The main point of interest is to demonstrate how convergence for NLP can be induced without forcing sufficient descent in a penalty-type merit function. The proof relates to a prototypical algorithm, within which is allowed a range of specific algorithm choices associated with the Hessian matrix representation, updating the trust region radius, and feasibility restoration.
|Place of Publication
|FUNDP, Faculté des Sciences. Département de Mathématique.
|Published - 2000
|Department of MAthematics, University of Namur
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1/01/87 → …
Project: Research Axis
1/09/02 → 31/08/07