Shen, Chungen; Xue, Wenjuan; Chen, Xiongda - In: European Journal of Operational Research 206 (2010) 1, pp. 34-45
We present a robust filter SQP algorithm for solving constrained optimization problems. This algorithm is based on the modified quadratic programming proposed by Burke to avoid the infeasibility of the quadratic programming subproblem at each iteration. Compared with other filter SQP algorithms,...