Résumé
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
langue originale | Anglais |
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titre | System Modeling and Optimization XX |
rédacteurs en chef | E Sachs, R Tichatschke |
Lieu de publication | Dordrecht, NL |
Editeur | Kluwer Academic Publishers |
Pages | 23-54 |
Nombre de pages | 32 |
ISBN (imprimé) | 1-4020-7565-0 |
Etat de la publication | Publié - 2003 |