跳至主要内容

博文

目前显示的是标签为“Global Convergence”的博文

Global Convergence of a Modified Tri-Dimensional Filter Method

Read  full  paper  at: http://www.scirp.org/journal/PaperInformation.aspx?PaperID=53771#.VNHXPCzQrzE Author(s)   Bei Gao , Ke Su , Zixing Rong Affiliation(s) Department of Mathematics and Information Science, Hebei University, Baoding, China . 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.   KEYWORDS Tri-Dimensional , NCP Function , Global Convergence , QP-Free Cite this paper Gao, B. , Su, K. and Rong, Z. (2015) Global Convergence of a Modified Tri-Dimensional Filter Method. Applied Mathematics , 6 , 235-241. doi: 10.4236/am.2015.62023 .   References [ 1 ] Fletcher, R. and Leyyfer, S. (2002) Nonlinear Programming without a Penalty Function. Mathematical Programming, 9...