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A modified SQP method with nonmonotone technique and its global convergence. (English) Zbl 1165.90684
Summary: We propose a modified SQP method, which uses neither a penalty function nor a filter, for the nonlinear programming problems. The proposed mechanism for accepting the trial step is carried out by a nonmonotone technique. Under some conditions, we establish the global convergence of the algorithm. Some numerical results are presented to show the effectiveness of the proposed algorithm.

90C55Methods of successive quadratic programming type
90C30Nonlinear programming
Full Text: DOI
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