کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
477113 | 1446135 | 2010 | 13 صفحه PDF | دانلود رایگان |
In this paper, we present a sequential quadratically constrained quadratic programming (SQCQP) norm-relaxed algorithm of strongly sub-feasible directions for the solution of inequality constrained optimization problems. By introducing a new unified line search and making use of the idea of strongly sub-feasible direction method, the proposed algorithm can well combine the phase of finding a feasible point (by finite iterations) and the phase of a feasible descent norm-relaxed SQCQP algorithm. Moreover, the former phase can preserve the “sub-feasibility” of the current iteration, and control the increase of the objective function. At each iteration, only a consistent convex quadratically constrained quadratic programming problem needs to be solved to obtain a search direction. Without any other correctional directions, the global, superlinear and a certain quadratic convergence (which is between 1-step and 2-step quadratic convergence) properties are proved under reasonable assumptions. Finally, some preliminary numerical results show that the proposed algorithm is also encouraging.
Journal: European Journal of Operational Research - Volume 200, Issue 3, 1 February 2010, Pages 645–657