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On the global convergence of a filter-SQP algorithm. (English) Zbl 1029.65063
A mechanism for proving global convergence in sequential quadratic programming (SQP) filter methods for nonlinear programs is described. The proposed algorithm contains a convergent inner iteration for calculating a suitable trust region radius.

65K05 Numerical mathematical programming methods
49M37 Numerical methods based on nonlinear programming
90C26 Nonconvex programming, global optimization
90C30 Nonlinear programming
90C55 Methods of successive quadratic programming type
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