Global Convergence of Trust-Region SQP-Filter Algorithms for General Nonlinear Programming

ePubs

The open archive for STFC research publications

Persistent URL	http://purl.org/net/epubs/work/29641
Record Status	Checked
Record Id	29641
Title	Global Convergence of Trust-Region SQP-Filter Algorithms for General Nonlinear Programming
Contributors	R Fletcher, N I M Gould, S Leyffer, PL Toint
Abstract	Global convergence to first-order critical points is proved for two trust-region SQP-filter algorithms of the type introduced by Fletcher and Leyffer (1997). The algorithms allow for an approximate solution of the quadratic subproblem and incorporate the safeguarding tests described in Fletcher, Leyffer and Toint (1998). The first algorithm 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
Keywords
Funding Information
Related Research Object(s):
Licence Information:
Language	English (EN)

Type	Details	URI(s)	Local file(s)	Year
Report	RAL Technical Reports RAL-TR-1999-041. 1999.		raltr-1999041.pdf	1999