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 AM  Vol.6 No.2 , February 2015
Global Convergence of a Modified Tri-Dimensional Filter Method
Bei Gao, Ke Su, Zixing Rong
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Abstract: In this paper, a tri-dimensional filter method for nonlinear programming was proposed. We add a parameter into the traditional filter for relaxing the criterion of iterates. The global convergent properties of the proposed algorithm are proved under some appropriate conditions.
Keywords: Tri-Dimensional, NCP Function, Global Convergence, QP-Free
Cite this paper: Gao, B. , Su, K. and Rong, Z. (2015) Global Convergence of a Modified Tri-Dimensional Filter Method. Applied Mathematics, 6, 235-241. doi: 10.4236/am.2015.62023.
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