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A globally and superlinearly convergent modified SQP-filter method. (English) Zbl 1153.90023
Author’s abstract: In this paper, we presented a modified SQP-filter method based on the modified quadratic subproblem proposed by {\it G. I. Zhou} [J. Glob. Optim. 11, 193--205 (1997; Zbl 0889.90135)]. In contrast with the SQP methods, each iteration this algorithm only needs to solve one quadratic programming subproblems and it is always feasible. Moreover, it has no demand on the initial point. With the filter technique, the algorithm shows good numerical results. Under some conditions, the globally and superlinearly convergent properties are given.

90C55Methods of successive quadratic programming type
Full Text: DOI
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