Global convergence of a trust-region SQP-filter algorithm for general nonlinear programming

SIAM Journal on Optimization

Volumn 13, Issue 3, 2003, Pages 635-659

  Fletcher, Roger ^a   Gould, Nicholas I M ^b   Leyffer, Sven ^a   Toint, Philippe L ^c   Wächter, Andreas ^d,e  

^a UNIVERSITY OF DUNDEE   (United Kingdom)

^b RUTHERFORD APPLETON LABORATORY   (United Kingdom)

^c UNIVERSITY OF NAMUR   (Belgium)

^d IBM T J WATSON RESEARCH CENTER   (United States)

^e CARNEGIE MELLON UNIVERSITY   (United States)

Author keywords

Convergence theory; Filter methods; Nonlinear optimization; Sequential quadratic programming

Indexed keywords

EID: 0042354662     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/S1052623499357258     Document Type: Article

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