Abstract

A line search method is proposed for nonlinear programming using Fletcher and Leyffer's filter method, which replaces the traditional merit function. A simple modification of the method proposed in a companion paper [SIAM J. Optim., 16 (2005), pp. 1--31] introducing second order correction steps is presented. It is shown that the proposed method does not suffer from the Maratos effect, so that fast local convergence to second order sufficient local solutions is achieved.

MSC codes

  1. 49M37
  2. 65K05
  3. 90C30
  4. 90C55

Keywords

  1. nonlinear programming
  2. nonconvex constrained optimization
  3. filter method
  4. line search
  5. local convergence
  6. Maratos effect
  7. second order correction

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References

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Paul Boggs, Jon Tolle, Pyng Wang, On the local convergence of quasi‐Newton methods for constrained optimization, SIAM J. Control Optim., 20 (1982), 161–171
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Information & Authors

Information

Published In

cover image SIAM Journal on Optimization
SIAM Journal on Optimization
Pages: 32 - 48
ISSN (online): 1095-7189

History

Published online: 28 July 2006

MSC codes

  1. 49M37
  2. 65K05
  3. 90C30
  4. 90C55

Keywords

  1. nonlinear programming
  2. nonconvex constrained optimization
  3. filter method
  4. line search
  5. local convergence
  6. Maratos effect
  7. second order correction

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