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.

In this paper, we consider a class of optimization problems of minimizing a (at least) twice continuously dierentiable function (probably nonconvex) f(x) : Rn ! R over a product of multiple balls/spheres constraints. Upon rescaling the balls/spheres, we cast without loss of generality such class of minimization problems in the following form: (BCOP) 8>< >: min x2Rn f(x) s:t: ci(x) := kx[i]k2 􀀀 1 = 0; i 2 E; ci(x) := kx[i]k2 􀀀 1  0; i 2 I; where E = f1; 2; : : : ;m1g, I = fm1 + 1;m1 + 2; : : : ;mg, x[i] 2 Rpi , x = (xT [1]; xT [2]; : : : ; xT [m])T , n = Pm i=1 pi, and k
k stands for the `2 vector norm. Here, we introduce the notation x[i] 2 Rpi to represent the ith subvector of x 2 Rn and formulate the product of multiple ball/sphere constraints as a set of equality and inequality constraints. To simplify subsequent presentation, we call the above programming the ball/sphere constrained optimization problem (BCOP). We emphasize that this problem does not allow overlap among the variables x[i] and therefore the constraints are separable. However, these variables x[i] may be linked together through the objective function f(x).

The Lp dual curvature measure was introduced by Lutwak, Yang & Zhang in an attempt to unify the Lp Brunn– Minkowski theory and the dual Brunn–Minkowski theory. The characterization problem for Lp dual curvature measure, called the Lp dual Minkowski problem, is a fundamental problem in this unifying theory. The Lp dual Minkowski problem contains the Lp Minkowski problem and the dual Minkowski problem, two major problems in modern convex geometry that remain open in general. In this paper, existence results on the Lp dual Minkowski problem in the weak sense will be provided. Moreover, existence and uniqueness of the solution in the smooth category will also be demonstrated.

It is shown that within the Lp-Brunn–Minkowski theory that Aleksandrov’s integral curvature has a natural Lp extension, for all real p. This raises the question of finding necessary and sufficient conditions on a given measure in order for it to be the Lp-integral curvature of a convex body. This problem is solved for positive p and is answered for negative p provided the given measure is even.

In this paper, we consider the L p dual Minkowski problem by geometric variational method. Using anisotropic Gauss–Kronecker curvature flows, we establish the existence of smooth solutions of the L p dual Minkowski problem when pq ≥ 0 and the given data is even. If f ≡ 1, we show under some restrictions on p and q that the only even, smooth, uniformly convex solution is the unit ball.