TY - JOUR
T1 - Global convergence of a trust-region SQP-filter algorithm for general nonlinear programming
AU - Fletcher, Roger
AU - Gould, Nicholas I M
AU - Leyffer, Sven
AU - Toint, Philippe L.
AU - Wächter, Andreas
PY - 2003
Y1 - 2003
N2 - A trust-region SQP-filter algorithm of the type introduced by Fletcher and Leyffer [Math. Program., 91 (2002), pp. 239-269] that decomposes the step into its normal and tangential components allows for an approximate solution of the quadratic subproblem and incorporates the safeguarding tests described in Fletcher, Leyffer, and Toint [On the Global Convergence of an SLP-Filter Algorithm, Technical Report 98/13, Department of Mathematics, University of Namur, Namur, Belgium, 1998; On the Global Convergence of a Filter-SQP Algorithm, Technical Report 00/15, Department of Mathematics, University of Namur, Namur, Belgium, 2000] is considered. It is proved that, under reasonable conditions and for every possible choice of the starting point, the sequence of iterates has at least one first-order critical accumulation point.
AB - A trust-region SQP-filter algorithm of the type introduced by Fletcher and Leyffer [Math. Program., 91 (2002), pp. 239-269] that decomposes the step into its normal and tangential components allows for an approximate solution of the quadratic subproblem and incorporates the safeguarding tests described in Fletcher, Leyffer, and Toint [On the Global Convergence of an SLP-Filter Algorithm, Technical Report 98/13, Department of Mathematics, University of Namur, Namur, Belgium, 1998; On the Global Convergence of a Filter-SQP Algorithm, Technical Report 00/15, Department of Mathematics, University of Namur, Namur, Belgium, 2000] is considered. It is proved that, under reasonable conditions and for every possible choice of the starting point, the sequence of iterates has at least one first-order critical accumulation point.
KW - Convergence theory
KW - Filter methods
KW - Nonlinear optimization
KW - Sequential quadratic programming
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U2 - 10.1137/S1052623499357258
DO - 10.1137/S1052623499357258
M3 - Article
AN - SCOPUS:0042354662
VL - 13
SP - 635
EP - 659
JO - SIAM Journal on Optimization
JF - SIAM Journal on Optimization
SN - 1052-6234
IS - 3
ER -