TY - JOUR T1 - A New SQP-Filter Method for Solving Nonlinear Programming Problems JO - Journal of Computational Mathematics VL - 5 SP - 609 EP - 634 PY - 2006 DA - 2006/10 SN - 24 DO - http://doi.org/ UR - https://global-sci.org/intro/article_detail/jcm/8778.html KW - Nonlinear programming, Sequential quadratic programming, Filter, Restoration phase, Maratos affects, Global convergence, Multi-objective optimization, Quadratic programming subproblem. AB -

In [4], Fletcher and Leyffer present a new method that solves nonlinear programming problems without a penalty function by SQP-Filter algorithm. It has attracted much attention due to its good numerical results. In this paper we propose a new SQP-Filter method which can overcome Maratos effect more effectively. We give stricter acceptant criteria when the iterative points are far from the optimal points and looser ones vice-versa. About this new method, the proof of global convergence is also presented under standard assumptions. Numerical results show that our method is efficient.