Global convergence of slanting filter methods for nonlinear programming

被引：11
|
作者：
Karas, Elizabeth W. [1 ]
Oening, Ana P. [2 ]
Ribeiro, Ademir A. [1 ]
机构：
[1] Univ Fed Parana, Dept Math, BR-81531980 Curitiba, Parana, Brazil
[2] Univ Fed Parana, Master Program Numer Methods Engn, BR-81531980 Curitiba, Parana, Brazil
来源：
APPLIED MATHEMATICS AND COMPUTATION | 2008年 / 200卷 / 02期
关键词：
filter methods; nonlinear programming; global convergence;
D O I：
10.1016/j.amc.2007.11.043
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we present a general algorithm for nonlinear programming which uses a slanting filter criterion for accepting the new iterates. Independently of how these iterates are computed, we prove that all accumulation points of the sequence generated by the algorithm are feasible. Computing the new iterates by the inexact restoration method, we prove stationarity of all accumulation points of the sequence. (c) 2007 Elsevier Inc. All rights reserved.
引用
收藏
页码：486 / 500
页数：15
相关论文
共 50 条
  • [31] On filter-successive linearization methods for nonlinear semidefinite programming
    Li ChengJin
    Sun WenYu
    SCIENCE IN CHINA SERIES A-MATHEMATICS, 2009, 52 (11): : 2341 - 2361
  • [32] Global convergence analysis of line search interior-point methods for nonlinear programming without regularity assumptions
    Liu, XW
    Sun, J
    JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2005, 125 (03) : 609 - 628
  • [33] On filter-successive linearization methods for nonlinear semidefinite programming
    ChengJin Li
    WenYu Sun
    Science in China Series A: Mathematics, 2009, 52 : 2341 - 2361
  • [34] Global Convergence Analysis of Line Search Interior-Point Methods for Nonlinear Programming without Regularity Assumptions
    X. W. Liu
    J. Sun
    Journal of Optimization Theory and Applications, 2005, 125 : 609 - 628
  • [35] Strong global convergence properties of algorithms for nonlinear symmetric cone programming
    Andreani, R.
    Haeser, G.
    Ramos, A.
    Santos, D. O.
    Secchin, L. D.
    Serranoni, A.
    COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2025, : 397 - 421
  • [36] A local convergence property of primal-dual methods for nonlinear programming
    Armand, Paul
    Benoist, Joel
    MATHEMATICAL PROGRAMMING, 2008, 115 (02) : 199 - 222
  • [37] A local convergence property of primal-dual methods for nonlinear programming
    Paul Armand
    Joël Benoist
    Mathematical Programming, 2008, 115 : 199 - 222
  • [38] Global convergence of a general filter algorithm based on an efficiency condition of the step
    Pericaro, Gislaine A.
    Ribeiro, Ademir A.
    Karas, Elizabeth W.
    APPLIED MATHEMATICS AND COMPUTATION, 2013, 219 (17) : 9581 - 9597
  • [39] A MULTIDIMENSIONAL FILTER SQP ALGORITHM FOR NONLINEAR PROGRAMMING
    Xue, Wenjuan
    Liu, Weiai
    JOURNAL OF COMPUTATIONAL MATHEMATICS, 2020, 38 (05) : 683 - 704
  • [40] A Sequential Quadratic Programming Method for Nonlinear Programming Without a Penalty or a Filter
    Huang, Mingxia
    Pu, Dingguo
    2013 SIXTH INTERNATIONAL CONFERENCE ON BUSINESS INTELLIGENCE AND FINANCIAL ENGINEERING (BIFE), 2014, : 638 - 642
12345