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

Abstract

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.

Keywords

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

References

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