کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
9509345 | 1632060 | 2005 | 22 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
A feasible descent SQP algorithm for general constrained optimization without strict complementarity
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله

چکیده انگلیسی
In this paper, a class of optimization problems with equality and inequality constraints is discussed. Firstly, the original problem is transformed to an associated simpler problem with only inequality constraints and a parameter. The later problem is shown to be equivalent to the original problem if the parameter is large enough (but finite), then a feasible descent SQP algorithm for the simplified problem is presented. At each iteration of the proposed algorithm, a master direction is obtained by solving a quadratic program (which always has a feasible solution). With two corrections on the master direction by two simple explicit formulas, the algorithm generates a feasible descent direction for the simplified problem and a height-order correction direction which can avoid the Maratos effect without the strict complementarity, then performs a curve search to obtain the next iteration point. Thanks to the new height-order correction technique, under mild conditions without the strict complementarity, the globally and superlinearly convergent properties are obtained. Finally, an efficient implementation of the numerical experiments is reported.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational and Applied Mathematics - Volume 180, Issue 2, 15 August 2005, Pages 391-412
Journal: Journal of Computational and Applied Mathematics - Volume 180, Issue 2, 15 August 2005, Pages 391-412
نویسندگان
Jin-Bao Jian, Chun-Ming Tang, Qing-Jie Hu, Hai-Yan Zheng,