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Line search SQP method with a flexible step acceptance procedure. (English) Zbl 1321.65098
Summary: This paper describes a new algorithm for nonlinear programming with inequality constraints. The proposed approach solves a sequence of quadratic programming subproblems via the line search technique and uses a new globalization strategy. An increased flexibility in the step acceptance procedure is designed to promote long productive steps for fast convergence. Global convergence is proved under some reasonable assumptions and preliminary numerical results are presented.
MSC:
65K05 Numerical mathematical programming methods
90C30 Nonlinear programming
90C20 Quadratic programming
Software:
AMPL; ipfilter; SNOPT
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