2011•Journal of Tongji UniversityRequires access

A Global Convergent Line Search Filter SQP Method

Yuqing Wang

Abstract

The paper presents a line search filter sequential quadratic programming(SQP) method for inequality constrained optimization.Compared to traditional SQP methods,the advantages are that the quadratic programming(QP) subproblem is always consistent and the penalty function is not required by filter strategy.Under some mild conditions the global convergence can be induced.

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Key concepts: Sequential quadratic programming, Line search, Mathematical optimization, Convergence (economics), Quadratic programming, Filter (signal processing), Penalty method, Line (geometry)