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• W2051240370 abstract "We present a general filter algorithm that allows a great deal of freedom in the step computation. Each iteration of the algorithm consists basically in computing a point which is not forbidden by the filter, from the current point. We prove its global convergence, assuming that the step must be efficient, in the sense that, near a feasible nonstationary point, the reduction of the objective function is “large.” We show that this condition is reasonable, by presenting two classical ways of performing the step which satisfy it. In the first one, the step is obtained by the inexact restoration method of Martínez and Pilotta. In the second, the step is computed by sequential quadratic programming." @default.
• W2051240370 created "2016-06-24" @default.
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• W2051240370 date "2008-01-01" @default.
• W2051240370 modified "2023-09-25" @default.
• W2051240370 title "Global Convergence of Filter Methods for Nonlinear Programming" @default.
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• W2051240370 doi "https://doi.org/10.1137/060672285" @default.
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