کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
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4616424 | 1339349 | 2014 | 13 صفحه PDF | دانلود رایگان |
In this paper, a class of general nonlinear programming problems with inequality and equality constraints is discussed. Firstly, the original problem is transformed into an associated simpler equivalent problem with only inequality constraints. Then, inspired by the ideals of the sequential quadratic programming (SQP) method and the method of system of linear equations (SLE), a new type of SQP algorithm for solving the original problem is proposed. At each iteration, the search direction is generated by the combination of two directions, which are obtained by solving an always feasible quadratic programming (QP) subproblem and a SLE, respectively. Moreover, in order to overcome the Maratos effect, the higher-order correction direction is obtained by solving another SLE. The two SLEs have the same coefficient matrices, and we only need to solve the one of them after a finite number of iterations. By a new line search technique, the proposed algorithm possesses global and superlinear convergence under some suitable assumptions without the strict complementarity. Finally, some comparative numerical results are reported to show that the proposed algorithm is effective and promising.
Journal: Journal of Mathematical Analysis and Applications - Volume 409, Issue 2, 15 January 2014, Pages 777–789