| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4632735 | Applied Mathematics and Computation | 2010 | 14 Pages |
Abstract
In this paper, a new SQP algorithm is presented to solve the general nonlinear programs with mixed equality and inequality constraints. Quoted from P. Spellucci (see [9]), this method maybe be named sequential equality constrained quadratic programming (SECQP) algorithm. Per single iteration, based on an active set strategy ( see [9]), this SECQP algorithm requires only to solve equality constrained quadratic programming subproblems or system of linear equations. The theoretical analysis shows that global and superlinear convergence can be induced under some suitable conditions.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Zhibin Zhu, Weidong Zhang, Zhenjie Geng,