Abstract
In this paper, we presented a modified SQP-filter method based on the modified quadratic subproblem proposed by Zhou (J. Global Optim. 11, 193–2005, 1997). In contrast with the SQP methods, each iteration this algorithm only needs to solve one quadratic programming subproblems and it is always feasible. Moreover, it has no demand on the initial point. With the filter technique, the algorithm shows good numerical results. Under some conditions, the globally and superlinearly convergent properties are given.
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Su, K. A globally and superlinearly convergent modified SQP-filter method. J Glob Optim 41, 203–217 (2008). https://doi.org/10.1007/s10898-007-9219-0
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DOI: https://doi.org/10.1007/s10898-007-9219-0