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Journal of Applied Mathematics
Volume 2013, Article ID 524539, 10 pages
http://dx.doi.org/10.1155/2013/524539
Research Article

A Globally Convergent Line Search Filter SQP Method for Inequality Constrained Optimization

Department of Mathematics, Shanghai Maritime University, Shanghai 201306, China

Received 17 February 2013; Revised 3 August 2013; Accepted 9 August 2013

Academic Editor: Jung-Fa Tsai

Copyright © 2013 Zhong Jin. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract

A line search filter SQP method for inequality constrained optimization is presented. This method makes use of a backtracking line search procedure to generate step size and the efficiency of the filter technique to determine step acceptance. At each iteration, the subproblem is always consistent, and it only needs to solve one QP subproblem. Under some mild conditions, the global convergence property can be guaranteed. In the end, numerical experiments show that the method in this paper is effective.