Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming.
Roger FletcherNicholas I. M. GouldSven LeyfferPhilippe L. TointAndreas WächterPublished in: SIAM J. Optim. (2002)
Keyphrases
- global convergence
- trust region
- global optimum
- convergence rate
- line search
- optimization methods
- nonlinear programming
- learning algorithm
- convergence analysis
- linear programming
- optimality conditions
- hybrid algorithm
- dynamic programming
- levenberg marquardt
- np hard
- simulated annealing
- objective function
- convergence speed
- special case
- neural network
- optimal solution
- higher dimensional
- exact algorithms
- search space
- cost function
- newton method