Global convergence of slanting filter methods for nonlinear programming |
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| Authors: | Elizabeth W. Karas Ana P. Oening Ademir A. Ribeiro |
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| Affiliation: | aDepartment of Mathematics, Federal University of Paraná, Cx. Postal 19081, 81531-980 Curitiba, PR, Brazil;bMaster Program in Numerical Methods in Engineering, Federal University of Paraná, Cx. Postal 19081, 81531-980 Curitiba, PR, Brazil |
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| 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. |
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| Keywords: | Filter methods Nonlinear programming Global convergence |
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