Sven Leyffer

On the global convergence of an SLP-filter algorithm

  • Roger Fletcher
  • Philippe L. Toint
  • Sven Leyffer
    • Categories Nonlinear Optimization Tags , , , ,

    A mechanism for proving global convergence infilter-type methods for nonlinear programming is described. Such methods are characterized by their use of the dominance concept of multi objective optimization, instead of a penalty parameter whose adjustment can be problematic. The main point of interest is to demonstrate how convergence for NLP can be induced without forcing … Read more

    Integrating SQP and branch-and-bound for Mixed Integer Nonlinear Programming

  • Sven Leyffer
    • Categories (Mixed) Integer Nonlinear Programming, Integer Programming Tags , ,

    This paper considers the solution of Mixed Integer Nonlinear Programming (MINLP) problems. Classical methods for the solution of MINLP problems decompose the problem by separating the nonlinear part from the integer part. This approach is largely due to the existence of packaged software for solving Nonlinear Programming (NLP) and Mixed Integer Linear Programming problems. In … Read more