**On the global convergence of an SLP-filter algorithm that takes EQP steps.** / Chin, Choong Ming ; Fletcher, Roger .

Research output: Contribution to journal › Article

Chin, CM & Fletcher, R 2003, 'On the global convergence of an SLP-filter algorithm that takes EQP steps' *Mathematical Programming*, vol 96, no. 1, pp. 161-177. DOI: 10.1007/s10107-003-0378-6

Chin, C. M., & Fletcher, R. (2003). On the global convergence of an SLP-filter algorithm that takes EQP steps. *Mathematical Programming*, *96*(1), 161-177. DOI: 10.1007/s10107-003-0378-6

Chin CM, Fletcher R. On the global convergence of an SLP-filter algorithm that takes EQP steps. Mathematical Programming. 2003 Apr;96(1):161-177. Available from, DOI: 10.1007/s10107-003-0378-6

@article{365a3eaf3b2e47658c5ffa575c719141,

title = "On the global convergence of an SLP-filter algorithm that takes EQP steps",

abstract = "A global convergence proof is presented for a class of trust region filter-type methods for nonlinear programming. Such methods are characterized by their use of the dominance concept of multiobjective optimization, instead of a penalty parameter whose adjustment can be problematic, The methods are based on successively solving linear programming subproblems for which effective software is readily available. The methods also permit the use of steps calculated on the basis of an equality constrained quadratic programming model, which enables rapid convergence to take place for problems in which second order information is important.The proof technique is presented in a fairly general context, allowing a range of specific algorithm choices associated with choosing the quadratic model, updating the trust region radius and with feasibility restoration.",

author = "Chin, {Choong Ming} and Roger Fletcher",

year = "2003",

month = "4",

doi = "10.1007/s10107-003-0378-6",

volume = "96",

pages = "161--177",

journal = "Mathematical Programming",

issn = "0025-5610",

publisher = "Springer Verlag",

number = "1",

}

TY - JOUR

T1 - On the global convergence of an SLP-filter algorithm that takes EQP steps

AU - Chin,Choong Ming

AU - Fletcher,Roger

PY - 2003/4

Y1 - 2003/4

N2 - A global convergence proof is presented for a class of trust region filter-type methods for nonlinear programming. Such methods are characterized by their use of the dominance concept of multiobjective optimization, instead of a penalty parameter whose adjustment can be problematic, The methods are based on successively solving linear programming subproblems for which effective software is readily available. The methods also permit the use of steps calculated on the basis of an equality constrained quadratic programming model, which enables rapid convergence to take place for problems in which second order information is important.The proof technique is presented in a fairly general context, allowing a range of specific algorithm choices associated with choosing the quadratic model, updating the trust region radius and with feasibility restoration.

AB - A global convergence proof is presented for a class of trust region filter-type methods for nonlinear programming. Such methods are characterized by their use of the dominance concept of multiobjective optimization, instead of a penalty parameter whose adjustment can be problematic, The methods are based on successively solving linear programming subproblems for which effective software is readily available. The methods also permit the use of steps calculated on the basis of an equality constrained quadratic programming model, which enables rapid convergence to take place for problems in which second order information is important.The proof technique is presented in a fairly general context, allowing a range of specific algorithm choices associated with choosing the quadratic model, updating the trust region radius and with feasibility restoration.

U2 - 10.1007/s10107-003-0378-6

DO - 10.1007/s10107-003-0378-6

M3 - Article

VL - 96

SP - 161

EP - 177

JO - Mathematical Programming

T2 - Mathematical Programming

JF - Mathematical Programming

SN - 0025-5610

IS - 1

ER -