کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4641296 1341302 2010 14 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A simple feasible SQP method for inequality constrained optimization with global and superlinear convergence
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
A simple feasible SQP method for inequality constrained optimization with global and superlinear convergence
چکیده انگلیسی

In this paper, a simple feasible SQP method for nonlinear inequality constrained optimization is presented. At each iteration, we need to solve one QP subproblem only. After solving a system of linear equations, a new feasible descent direction is designed. The Maratos effect is avoided by using a high-order corrected direction. Under some suitable conditions the global and superlinear convergence can be induced. In the end, numerical experiments show that the method in this paper is effective.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational and Applied Mathematics - Volume 233, Issue 11, 1 April 2010, Pages 3060–3073
نویسندگان
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