Global Convergence of a Modified Tri-Dimensional Filter Method

• 作者: Bei Gao Ke Su Zixing Rong
• 来源期刊: 应用数学(英文)
• 学科: 数学
• 关键词: Tri-Dimensional NCP Function GLOBAL CONVERGENCE QP-Free
• 年，卷（期）: 2015,（2）
• 页码范围: 235-241
• 页数: 7页
• 分类号: O1

摘要

In this paper, a tri-dimensional filter method for nonlinear programming was proposed. We add a parameter into the traditional filter for relaxing the criterion of iterates. The global convergent properties of the proposed algorithm are proved under some appropriate conditions.