R. Fletcher

Practical Methods of Optimization.

Nonlinear programming without a penalty function

On the Global Convergence of a Filter--SQP Algorithm

A mechanism for proving global convergence in SQP-filter methods for nonlinear programming (NLP) is described. Such methods are characterized by their use of the dominance conce...

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 tangent...

A new approach to variable metric algorithms

An approach to variable metric algorithms has been investigated in which the linear search sub-problem no longer becomes necessary. The property of quadratic termination has bee...