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A line search SQP method without a penalty or a filter. (English) Zbl 1317.90278
Summary: This paper describes a new algorithm for nonlinear programming problems with inequality constraints. The proposed approach first solves a sequence of quadratic programming subproblems via the line search technique and to induce the global convergence, it establishes a new step acceptance mechanism that is neither a penalty function nor a filter. A nonmonotone line search technique from the unconstraint optimization is applied to accelerate the algorithm. Under some reasonable assumptions, the method can be proved to be globally convergent to a KT point. Preliminary numerical results are presented that show the potential efficiency of the new approach.

90C30 Nonlinear programming
ipfilter; SNOPT
Full Text: DOI
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