Global Convergence of a Modified Tri-Dimensional Filter Method

DOI: 10.4236/am.2015.62023   PDF   HTML   XML   2,610 Downloads   2,920 Views  


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.

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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.

Conflicts of Interest

The authors declare no conflicts of interest.


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