Global convergence of slanting filter methods for nonlinear programming

被引：11
|
作者：
Karas, Elizabeth W. [1 ]
Oening, Ana P. [2 ]
Ribeiro, Ademir A. [1 ]
机构：
[1] Univ Fed Parana, Dept Math, BR-81531980 Curitiba, Parana, Brazil
[2] Univ Fed Parana, Master Program Numer Methods Engn, BR-81531980 Curitiba, Parana, Brazil
来源：
APPLIED MATHEMATICS AND COMPUTATION | 2008年 / 200卷 / 02期
关键词：
filter methods; nonlinear programming; global convergence;
D O I：
10.1016/j.amc.2007.11.043
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we present a general algorithm for nonlinear programming which uses a slanting filter criterion for accepting the new iterates. Independently of how these iterates are computed, we prove that all accumulation points of the sequence generated by the algorithm are feasible. Computing the new iterates by the inexact restoration method, we prove stationarity of all accumulation points of the sequence. (c) 2007 Elsevier Inc. All rights reserved.
引用
收藏
页码：486 / 500
页数：15
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