Mathematical Programming

, Volume 100, Issue 1, pp 217–245 | Cite as

On the superlinear local convergence of a filter-SQP method

  • Stefan UlbrichEmail author


Transition to superlinear local convergence is shown for a modified version of the trust-region filter-SQP method for nonlinear programming introduced by Fletcher, Leyffer, and Toint [8]. Hereby, the original trust-region SQP-steps can be used without an additional second order correction. The main modification consists in using the Lagrangian function value instead of the objective function value in the filter together with an appropriate infeasibility measure. Moreover, it is shown that the modified trust-region filter-SQP method has the same global convergence properties as the original algorithm in [8].

Key words.

nonlinear programming superlinear convergence global convergence filter SQP 


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Copyright information

© Springer-Verlag Berlin Heidelberg 2003

Authors and Affiliations

  1. 1.Zentrum Mathematik M1Technische Universität MünchenGarching b. MünchenGermany

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