Roger Fletcher (University of Dundee)

Global convergence of Filter-type methods for nonlinear programming
Tuesday 25 May 1999 at 15.30, JCMB 6324

Abstract

Filter-type methods are characterised by their use of the dominance concept of multiobjective optimization, rather than a penalty-type merit function, whose parameter setting can be problematic. A filter-SQP trust region algorithm is presented which lends itself to proving global convergence. The proof mechanism is described in the context of an SLP-filter method.

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