کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4646172 | 1342087 | 2009 | 16 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Global convergence of a tri-dimensional filter SQP algorithm based on the line search method
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات محاسباتی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Global convergence of a tri-dimensional filter SQP algorithm based on the line search method Global convergence of a tri-dimensional filter SQP algorithm based on the line search method](/preview/png/4646172.png)
چکیده انگلیسی
In this paper, we propose a new filter line search SQP method in which the violations of equality and inequality constraints are considered separately. Thus the filter in our algorithm is composed by three components: objective function value, equality and inequality constraints violations. The filter with three components accepts reasonable steps flexibly, comparing that with two components. The new filter shares some features with the Chin and Fletcher's approach, namely the “slanting envelope” and the “inclusion property”. Under mild conditions, the filter line search SQP method is proven to be globally convergent. Numerical experiments also show the efficiency of our method.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Numerical Mathematics - Volume 59, Issue 2, February 2009, Pages 235-250
Journal: Applied Numerical Mathematics - Volume 59, Issue 2, February 2009, Pages 235-250