Shen, Chungen; Leyffer, Sven; Fletcher, Roger - In: Computational Optimization and Applications 52 (2012) 3, pp. 583-607
We propose a new nonmonotone filter method to promote global and fast local convergence for sequential quadratic …-filter that allows us to establish fast local convergence. We show how to switch between the two filters efficiently, and we prove … global and superlinear local convergence. A special feature of the proposed method is that it does not require second …