کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
838464 908360 2007 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Sequential penalty quadratic programming filter methods for nonlinear programming
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی مهندسی (عمومی)
پیش نمایش صفحه اول مقاله
Sequential penalty quadratic programming filter methods for nonlinear programming
چکیده انگلیسی

Filter approaches, initially proposed by Fletcher and Leyffer in 2002, are recently attached importance to. If the objective function value or the constraint violation is reduced, this step is accepted by a filter, which is the basic idea of the filter. In this paper, the filter approach is employed in a sequential penalty quadratic programming (SlQP) algorithm which is similar to that of Yuan's. In every trial step, the step length is controlled by a trust region radius. In this work, our purpose is not to reduce the objective function and constraint violation. We reduce the degree of constraint violation and some function, and the function is closely related to the objective function. This algorithm requires neither Lagrangian multipliers nor the strong decrease condition. Meanwhile, in our SlQP filter there is no requirement of large penalty parameter. This method produces K-T points for the original problem.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Nonlinear Analysis: Real World Applications - Volume 8, Issue 1, February 2007, Pages 118–129
نویسندگان
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