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

页码：486 / 500

页数：15

共 50 条

[41] A FILTER SUCCESSIVE LINEAR PROGRAMMING METHOD FOR NONLINEAR SEMIDEFINITE PROGRAMMING PROBLEMS
Xu, Yi
Sun, Wenyu
NUMERICAL ALGEBRA CONTROL AND OPTIMIZATION, 2012, 2 (01): : 193 - 206
[42] Global convergence of a class of smooth penalty methods for semi-infinite programming
Changyu Wang
Haiyan Zhang
Fang Liu
Journal of Systems Science and Complexity, 2011, 24 : 769 - 783
[43] GLOBAL CONVERGENCE OF A CLASS OF SMOOTH PENALTY METHODS FOR SEMI-INFINITE PROGRAMMING
Changyu WANG Institute of Operations Research
JournalofSystemsScience&Complexity, 2011, 24 (04) : 769 - 783
[44] Global convergence of a class of smooth penalty methods for semi-infinite programming
Wang, Changyu
Zhang, Haiyan
Liu, Fang
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2011, 24 (04) : 769 - 783
[45] Global convergence of some modified PRP nonlinear conjugate gradient methods
Dai, Zhi-feng
Tian, Bo-Shi
OPTIMIZATION LETTERS, 2011, 5 (04) : 615 - 630
[46] Global convergence of some modified PRP nonlinear conjugate gradient methods
Zhi-feng Dai
Bo-Shi Tian
Optimization Letters, 2011, 5 : 615 - 630
[47] The convergence of a dual algorithm for nonlinear programming
Li-Wei Zhang
Su-Xiang He
Korean journal of computational & applied mathematics, 2000, 7 (3): : 487 - 506
[48] Some nonlinear conjugate gradient methods with sufficient descent condition and global convergence
Xiao Liang Dong
Hongwei Liu
Yin Ling Xu
Xi Mei Yang
Optimization Letters, 2015, 9 : 1421 - 1432
[49] Global Convergence Properties of Nonlinear Conjugate Gradient Methods with Modified Secant Condition
Hiroshi Yabe
Masahiro Takano
Computational Optimization and Applications, 2004, 28 : 203 - 225
[50] Global convergence properties of nonlinear conjugate gradient methods with modified secant condition
Yabe, H
Takano, M
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2004, 28 (02) : 203 - 225

← 1 2 3 4 5 →