Global Convergence of Trust - Region SQP
نویسندگان
چکیده
Global convergence to rst-order critical points is proved for two trust-region SQP-lter algorithms of the type introduced by Fletcher and Leyyer (1997). The algorithms allow for an approximate solution of the quadratic subproblem and incorporate the safeguarding tests described in Fletcher, Leyyer and Toint (1998). The rst algorithm decomposes the step into its normal and tangential components , while the second replaces this decomposition by a stronger condition on the associated model decrease.
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