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Traditional inexact SQP algorithm can only solve equality constrained optimization (Byrd et al. Math. Program. 122, 273–299 2010). In this paper, we propose a new inexact SQP algorithm with affine scaling technique for nonlinear systems of mixed equalities and inequalities, which arise in complementarity and variational inequalities. The nonlinear systems are transformed into a special nonlinear optimization...
In this paper, we propose a non-monotone line search multidimensional filter-SQP method for general nonlinear programming based on the Wächter–Biegler methods for nonlinear equality constrained programming. Under mild conditions, the global convergence of the new method is proved. Furthermore, with the non-monotone technique and second order correction step, it is shown that the proposed method does...
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