Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6422467 | Journal of Computational and Applied Mathematics | 2015 | 13 Pages |
Abstract
In this paper we present a new trust-region SQP algorithm for nonlinear programming. This method avoids using a penalty function, nor a filter, and instead establishes a new step acceptance mechanism. Under some reasonable assumptions, the method can be proved to be globally convergent to a KT point. Preliminary numerical experiments are presented that show the potential efficiency of the new approach.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Mingxia Huang, Dingguo Pu,