Author(s)

Bei Gao, Ke Su, Zixing Rong

Department of Mathematics and Information Science, Hebei University, Baoding, China.

In this paper, a tri-dimensional filter method for nonlinear programming was proposed. We add a parameter into the traditional filter for relaxing the criterion of iterates. The global convergent properties of the proposed algorithm are proved under some appropriate conditions.

Tri-Dimensional, NCP Function, Global Convergence, QP-Free

Gao, B. , Su, K. and Rong, Z. (2015) Global Convergence of a Modified Tri-Dimensional Filter Method. Applied Mathematics, 6, 235-241. doi: 10.4236/am.2015.62023.