کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4632291 1340641 2010 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A type of efficient feasible SQP algorithms for inequality constrained optimization
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
A type of efficient feasible SQP algorithms for inequality constrained optimization
چکیده انگلیسی
In this paper, motivated by Zhu et al. methods [Z.B. Zhu, K.C. Zhang, J.B. Jian, An improved SQP algorithm for inequality constrained optimization, Math. Meth. Oper. Res. 58 (2003) 271-282; Zhibin Zhu, Jinbao Jian, An efficient feasible SQP algorithm for inequality constrained optimization, Nonlinear Anal. Real World Appl. 10(2) (2009) 1220-1228], we propose a type of efficient feasible SQP algorithms to solve nonlinear inequality constrained optimization problems. By solving only one QP subproblem with a subset of the constraints estimated as active, a class of revised feasible descent directions are generated per single iteration. These methods are implementable and globally convergent. We also prove that the algorithms have superlinear convergence rate under some mild conditions.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics and Computation - Volume 215, Issue 10, 15 January 2010, Pages 3589-3598
نویسندگان
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