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Abstract: In this paper the solution of nonlinear programming problems by a Sequential Quadratic Programming (SQP) trust-region algorithm is considered. The aim of the present work is to promote global convergence without the need to use a penalty function. Instead, a new concept of a "filter" is introduced which allows a step to be accepted if it reduces either the objective function or the constraint violation function. Numerical tests on a wide range of test problems are very encouraging and the new... (Update)
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BibTeX entry: (Update)
R. Fletcher and S. Leyffer (1997), "Nonlinear programming without a penalty function," Numerical Analysis Report NA/171, Department of Mathematics, University of Dundee, Dundee, Scotland, U.K. http://citeseer.ist.psu.edu/fletcher00nonlinear.html More
@techreport{ fletcher97nonlinear,
author = "R. Fletcher and S. Leyffer",
title = "Nonlinear programming without a penalty function",
address = "Dundee DD1 4HN, UK",
year = "1997",
url = "citeseer.ist.psu.edu/fletcher00nonlinear.html" }
Citations (may not include all citations):
686
Practical Methods of Optimization (context) - Fletcher - 1987
125
LANCELOT: a Fortran package for large-scale nonlinear optimi.. (context) - Conn, Gould et al. - 1992
33
A globally convergent method for nonlinear programming (context) - Han - 1977 ACM
26
The watchdog technique for forcing convergence in algorithms.. (context) - Chamberlain, Powell et al. - 1982
19
A fast algorithm for nonlinearly constrained optimization ca.. (context) - Powell
14
Numerical experiments with the lancelot package (context) - Conn, Gould et al. - 1996
9
A simplicial algorithm for concave programming (context) - Wilson - 1963
6
Resolving degeneracy in quadratic programming (context) - Fletcher - 1993
6
AMPL: A modelling Language for Mathematical Programming (context) - Fourer, Gay et al. - 1993
3
A note on exploiting structure when using slack variables
- Conn, Gould et al. - 1994 ACM
3
A Tolerance-Tube Approach to Sequential Quadratic Programmin.. (context) - Zoppke-Donaldson - 1995
3
the global convergence of an SLP-lter algorithm (context) - Fletcher, Ley et al. - 1998
2
The State of the Art in Numerical Analysis (context) - Conn, Gould et al. - 1996 ACM
2
Numerical Analysis Report NA (context) - Fletcher, Ley - 1998
1
Numerical experiments with an l 1 exact penalty function met.. (context) - Fletcher - 1981
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