A filter SQP algorithm without a feasibility restoration phase

Using a Filter-Based SQP Algorithm in a Parallel Environment

A parallel, filter-based, sequential quadratic programming (SQP) algorithm is implemented and tested for typical general-purpose engineering applications. Constrained engineering test problems, including a finite element simulation, with up to 512 design variables are considered. The accuracy and serial performance of the filter-based algorithm are compared against that of a standard SQP algori...

On the Global Convergence of a Filter--SQP Algorithm

A new double trust regions SQP method without a penalty function or a filter∗

A new trust-region SQP method for equality constrained optimization is considered. This method avoids using a penalty function or a filter, and yet can be globally convergent to first-order critical points under some reasonable assumptions. Each SQP step is composed of a normal step and a tangential step for which different trust regions are applied in the spirit of Gould and Toint [Math. Progr...

Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming

A trust-region SQP-filter algorithm of the type introduced by Fletcher and Leyffer [Math. Program., 91 (2002), pp. 239–269] that decomposes the step into its normal and tangential components allows for an approximate solution of the quadratic subproblem and incorporates the safeguarding tests described in Fletcher, Leyffer, and Toint [On the Global Convergence of an SLPFilter Algorithm, Technic...

Global Convergence of a Hybrid Trust-Region SQP-Filter Algorithm for General Nonlinear Programming