Pietro Belotti, Jon Lee, et al.
Optimization Methods and Software
A line search method is proposed for nonlinear programming using Fletcher and Leyffer's filter method, which replaces the traditional merit function. A simple modification of the method proposed in a companion paper [SIAM J. Optim., 16 (2005), pp. 1-31] introducing second order correction steps is presented. It is shown that the proposed method does not suffer from the Maratos effect, so that fast local convergence to second order sufficient local solutions is achieved. © 2005 Society for Industrial and Applied Mathematics.
Pietro Belotti, Jon Lee, et al.
Optimization Methods and Software
Roger Fletcher, Nicholas I.M. Gould, et al.
SIAM Journal on Optimization
Andreas Wächter, Lorenz T. Biegler
Mathematical Programming
Olaf Schenk, Andreas Wächter, et al.
COAP