TITLE:
Global Convergence of a Modified Tri-Dimensional Filter Method
AUTHORS:
Bei Gao, Ke Su, Zixing Rong
KEYWORDS:
Tri-Dimensional, NCP Function, Global Convergence, QP-Free
JOURNAL NAME:
Applied Mathematics,
Vol.6 No.2,
February
3,
2015
ABSTRACT: 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.