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

Résultats de recherche: Contribution dans un livre/un catalogue/un rapport/dans les actes d'une conférence › Chapitre

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
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

Contient cette citation

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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",

note = "Publication editors : E. Sachs and R. Tichatschke",

year = "2003",

language = "English",

isbn = "1-4020-7565-0",

pages = "23--54",

editor = "E Sachs and R Tichatschke",

booktitle = "System Modeling and Optimization XX",

publisher = "Kluwer Academic Publishers",

address = "Netherlands",

}

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.

Résultats de recherche: Contribution dans un livre/un catalogue/un rapport/dans les actes d'une conférence › Chapitre

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

Y1 - 2003

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 -