Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4641296 | Journal of Computational and Applied Mathematics | 2010 | 14 Pages |
Abstract
In this paper, a simple feasible SQP method for nonlinear inequality constrained optimization is presented. At each iteration, we need to solve one QP subproblem only. After solving a system of linear equations, a new feasible descent direction is designed. The Maratos effect is avoided by using a high-order corrected direction. Under some suitable conditions the global and superlinear convergence can be induced. In the end, numerical experiments show that the method in this paper is effective.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Zhong Jin, Yuqing Wang,