Year: 2006
Journal of Computational Mathematics, Vol. 24 (2006), Iss. 5 : pp. 609–634
Abstract
In [4], Fletcher and Leyffer present a new method that solves nonlinear programming problems without a penalty function by SQP-Filter algorithm. It has attracted much attention due to its good numerical results. In this paper we propose a new SQP-Filter method which can overcome Maratos effect more effectively. We give stricter acceptant criteria when the iterative points are far from the optimal points and looser ones vice-versa. About this new method, the proof of global convergence is also presented under standard assumptions. Numerical results show that our method is efficient.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2006-JCM-8778
Journal of Computational Mathematics, Vol. 24 (2006), Iss. 5 : pp. 609–634
Published online: 2006-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 26
Keywords: Nonlinear programming Sequential quadratic programming Filter Restoration phase Maratos affects Global convergence Multi-objective optimization Quadratic programming subproblem.