A sequential equality constrained quadratic programming algorithm for inequality constrained optimization
作者: Zhibin Zhu
作者单位: 1Department of Computational Science and Mathematics, Guilin University of Electronic Technology, Guilin 541004, PR China
刊名: Journal of Computational and Applied Mathematics, 2006, Vol.212 (1), pp.112-125
来源数据库: Elsevier Journal
DOI: 10.1016/j.cam.2006.11.028
关键词: Inequality constrained optimizationSQP methodEquality constrained quadratical programmingGlobal convergenceSuperlinear convergence rate
原始语种摘要: Abstract(#br)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.
全文获取路径: Elsevier  (合作)

  • constrained 约束
  • equality 相等
  • programming 程序设计
  • optimization 最佳化
  • sequential 连续的
  • algorithm 算法
  • quadratic 二次的