Line search filter methods for nonlinear programming: Local convergence

Andreas Wächter*, Lorenz T. Biegler

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

157 Scopus citations


A line search method is proposed for nonlinear programming using Fletcher and Leyffer's filter method, which replaces the traditional merit function. A simple modification of the method proposed in a companion paper [SIAM J. Optim., 16 (2005), pp. 1-31] introducing second order correction steps is presented. It is shown that the proposed method does not suffer from the Maratos effect, so that fast local convergence to second order sufficient local solutions is achieved.

Original languageEnglish (US)
Pages (from-to)32-48
Number of pages17
JournalSIAM Journal on Optimization
Issue number1
StatePublished - 2006


  • Filter method
  • Line search
  • Local convergence
  • Maratos effect
  • Nonconvex constrained optimization
  • Nonlinear programming
  • Second order correction

ASJC Scopus subject areas

  • Software
  • Theoretical Computer Science


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