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Global convergence of slanting filter methods for nonlinear programming

Elizabeth W. Karas (karas***at***mat.ufpr.br)
Ana Paula Oening (naang***at***pop.com.br)
Ademir A. Ribeiro (ademir***at***mat.ufpr.br)

Abstract: 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.

Keywords: filter methods, nonlinear programming, global convergence

Category 1: Nonlinear Optimization (Constrained Nonlinear Optimization )

Citation: Applied Mathematics and Computation. Online first.

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Entry Submitted: 12/23/2006
Entry Accepted: 12/23/2006
Entry Last Modified: 02/26/2008

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