Global convergence of a hybrid trust-region SQP-filter algorithm for general nonlinear programming

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Persistent URL	http://purl.org/net/epubs/work/29556
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Record Id	29556
Title	Global convergence of a hybrid trust-region SQP-filter algorithm for general nonlinear programming
Contributors	NIM Gould (CCLRC Rutherford Appleton Lab.), PL Toint
Abstract	Global convergence to first-order critical points is proved for a variant of the trust-region SQP-filter analyzed in Fletcher, Gould, Leyffer and Toint (1999). This variant allows the use of two types of step strategies: the first decomposes the step into its normal and tangential components, while the second replaces this decomposition by a stronger condition on the associated model decrease
Organisation	CCLRC
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Language	English (EN)

Type	Details	URI(s)	Local file(s)	Year
Report	RAL Technical Reports RAL-TR-2001-033. 2001.		RAL-TR-2001-033.pdf	2001