A sequential equality constrained quadratic programming algorithm for inequality constrained optimization

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摘要

In this paper, the feasible type SQP method is improved. A new SQP algorithm is presented to solve the nonlinear inequality constrained optimization. As compared with the existing SQP methods, per single iteration, in order to obtain the search direction, it is only necessary to solve equality constrained quadratic programming subproblems and systems of linear equations. Under some suitable conditions, the global and superlinear convergence can be induced.

论文关键词:65K05,90C30,90C55,Inequality constrained optimization,SQP method,Equality constrained quadratical programming,Global convergence,Superlinear convergence rate

论文评审过程:Received 18 June 2005, Revised 12 September 2006, Available online 11 January 2007.

论文官网地址:https://doi.org/10.1016/j.cam.2006.11.028