کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
9506898 | 1340763 | 2005 | 17 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
A new feasible descent algorithm combining SQP with generalized projection for optimization problems without strict complementarity
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: A new feasible descent algorithm combining SQP with generalized projection for optimization problems without strict complementarity A new feasible descent algorithm combining SQP with generalized projection for optimization problems without strict complementarity](/preview/png/9506898.png)
چکیده انگلیسی
In this paper, optimization problems with nonlinear inequality constraints are discussed, by combining the sequential quadratic programming (SQP) with an new generalized projection technique, a new feasible descent algorithm for solving the problems is presented. At each iteration of the new algorithm, a convex quadratic program (QP) is solved and a master direction is obtained, and an improved (feasible descent) direction is yielded by updating the master direction with an explicit formula, and in order to avoid the Maratos effect, a height-order correction direction is computed by another explicit formula of the master direction and the improved direction, both this two correction formulas contain a new generalized projection technique. Under weaker conditions without the strict complementarity, the new algorithm is proved to possess global convergence and superlinear convergence. Furthermore, the quadratic convergence rate of the algorithm is obtained when the twice derivatives of the objective function and constrained functions are adopted.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics and Computation - Volume 162, Issue 3, 25 March 2005, Pages 1065-1081
Journal: Applied Mathematics and Computation - Volume 162, Issue 3, 25 March 2005, Pages 1065-1081
نویسندگان
Jin-Bao Jian,