[1] Fletcher R, Leyffer S. Nonlinear programming without a penalty function[J]. Mathematical programming, 2002, 91(2): 239-269. [2] Fletcher R, Gould N I M, Leyffer S, et al. Global convergence of a trust-region SQP-filter algorithm for general nonlinear programming[J]. SIAM Journal on Optimization, 2002, 13(3): 635-659. [3] Su K, An H. Global convergence of a nonmonotone filter method for equality constrained optimization[J]. Applied Mathematics and Computation, 2012, 218(18): 9396-9404. [4] Nie P, Ma C. A trust region filter method for general non-linear programming[J]. Applied Mathematics and Computation, 2006, 172(2): 1000-1017. [5] Shen C, Xue W, Pu D. Global convergence of a tri-dimensional filter SQP algorithm based on the line search method[J]. Applied Numerical Mathematics, 2009, 59(2): 235-250. [6] Gu C, Zhu D. A non-monotone line search multidimensional filter-SQP method for general nonlinear programming[J]. Numerical Algorithms, 2011, 56(4): 537-559. [7] Liu M, Li X, Pu D. A tri-dimensional filter SQP algorithm for variational inequality problems[J]. Computational and Applied Mathematics, 2013, 32(3): 549-562. [8] Fletcher R, Leyffer S. A bundle filter method for nonsmooth nonlinear optimization[J]. University of Dundee, Report NA/195, 1999. [9] Audet C, Dennis Jr J E. A pattern search filter method for nonlinear programming without derivatives[J]. SIAM Journal on Optimization, 2004, 14(4): 980-1010. [10] Ulbrich M, Ulbrich S, Vicente L N. A globally convergent primal-dual interior-point filter method for nonlinear programming[J]. Mathematical Programming, 2004, 100(2): 379-410. [11] Wchter A, Biegler L T. Line search filter methods for nonlinear programming: local convergence[J]. SIAM Journal on Optimization, 2005, 16(1): 32-48. [12] 袁亚湘,孙文瑜.最优化理论与方法[M].北京:科学出版社,1997. [13] Fletcher R, Leyffer S, Toint P L. On the global convergence of a filter——SQP algorithm[J]. SIAM Journal on Optimization, 2002, 13(1): 44-59. |