IDEAS home Printed from
   My bibliography  Save this article

A nonmonotone filter method for nonlinear optimization


  • Chungen Shen


  • Sven Leyffer


  • Roger Fletcher



We propose a new nonmonotone filter method to promote global and fast local convergence for sequential quadratic programming algorithms. Our method uses two filters: a standard, global g-filter for global convergence, and a local nonmonotone l-filter that allows us to establish fast local convergence. We show how to switch between the two filters efficiently, and we prove global and superlinear local convergence. A special feature of the proposed method is that it does not require second-order correction steps. We present preliminary numerical results comparing our implementation with a classical filter SQP method. Copyright Springer Science+Business Media, LLC 2012

Suggested Citation

  • Chungen Shen & Sven Leyffer & Roger Fletcher, 2012. "A nonmonotone filter method for nonlinear optimization," Computational Optimization and Applications, Springer, vol. 52(3), pages 583-607, July.
  • Handle: RePEc:spr:coopap:v:52:y:2012:i:3:p:583-607
    DOI: 10.1007/s10589-011-9430-2

    Download full text from publisher

    File URL:
    Download Restriction: Access to full text is restricted to subscribers.

    As the access to this document is restricted, you may want to search for a different version of it.


    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.

    Cited by:

    1. repec:eee:apmaco:v:273:y:2016:i:c:p:797-808 is not listed on IDEAS
    2. E. Birgin & J. Martínez & L. Prudente, 2015. "Optimality properties of an Augmented Lagrangian method on infeasible problems," Computational Optimization and Applications, Springer, vol. 60(3), pages 609-631, April.
    3. Chungen Shen & Lei-Hong Zhang & Wei Liu, 2016. "A stabilized filter SQP algorithm for nonlinear programming," Journal of Global Optimization, Springer, vol. 65(4), pages 677-708, August.
    4. Ana Rocha & M. Costa & Edite Fernandes, 2014. "A filter-based artificial fish swarm algorithm for constrained global optimization: theoretical and practical issues," Journal of Global Optimization, Springer, vol. 60(2), pages 239-263, October.
    5. Chungen Shen & Lei-Hong Zhang & Bo Wang & Wenqiong Shao, 2014. "Global and local convergence of a nonmonotone SQP method for constrained nonlinear optimization," Computational Optimization and Applications, Springer, vol. 59(3), pages 435-473, December.


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:coopap:v:52:y:2012:i:3:p:583-607. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla) or (Rebekah McClure). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.