Paper Info
Title
Global convergence of a general filter algorithm based on an efficiency condition of the step
Abstract
In this work we discuss global convergence of a general filter algorithm that depends neither on the definition of the forbidden region, which can be given by the original or slanting filter rule, nor on the way in which the step is computed. This algorithm basically consists of calculating a point not forbidden by the filter from the current point. Assuming that this step must be efficient, in the sense that near a feasible non-stationary point the decrease in the objective function is relatively large, we prove the global convergence of the algorithm. We also discuss that such a condition is satisfied if the step is computed by the SQP or Inexact Restoration methods. For SQP we present a general proof of this result that is valid for both the original and the slanting filter criterion. In order to compare the performance of the general filter algorithm according to the method used to calculate the step and the filter rule regarded, we present numerical experiments performed with problems from CUTEr collection.
Year
DOI
Venue
2013
10.1016/j.amc.2013.03.012
Applied Mathematics and Computation
Keywords
Field
DocType
efficiency condition,feasible non-stationary point,general proof,global convergence,cuter collection,general filter algorithm,current point,filter rule,slanting filter criterion,slanting filter rule,inexact restoration method,nonlinear programming
Convergence (routing),Mathematical optimization,CUTEr,Nonlinear programming,Adaptive filter,Kernel adaptive filter,Filter algorithm,Sequential quadratic programming,Mathematics,Filter design
Journal
Volume
Issue
ISSN
219
17
0096-3003
Citations 
PageRank 
References 
1
0.36
20
Authors
3
Name
Order
Citations
PageRank
Gislaine A. Periçaro110.36
Ademir A. Ribeiro2492.90
Elizabeth W. Karas3515.82