A dwindling filter algorithm with a modified subproblem for nonlinear inequality constrained optimization

作者：Gu, Chao^*; Zhu, Detong

来源：Chinese Annals of Mathematics Series B, 2014, 35(2): 209-224.

DOI：10.1007/s11401-014-0826-z

• Modified subproblem
• Dwindling filter
• Feasibility restoration phase
• Convergence
• Constrained optimization

The authors propose a dwindling filter algorithm with Zhou's modified subproblem for nonlinear inequality constrained optimization. The feasibility restoration phase, which is always used in the traditional filter method, is not needed. Under mild conditions, global convergence and local superlinear convergence rates are obtained. Numerical results demonstrate that the new algorithm is effective.

• 出版日期2014-3
• 单位上海立信会计金融学院; 上海师范大学