An SQP-filter method for inequality constrained optimization and its global convergence (Q555460)

The authors combine a successive quadratic programming (SQP) method with a filter approach to obtain a globally convergent optimization algorithm. On six pages, the algorithm is stated, global convergence is proved, and numerical results are presented. For this purpose, the convergence result is established in major parts by references to other papers. Numerical results are given for seven problems out of the Hock-Schittkowsky test set without a direct comparison to other methods.