Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
9509623 | Journal of Computational and Applied Mathematics | 2005 | 18 Pages |
Abstract
In this paper, a new feasible sequential quadratic programming (FSQP) algorithm is proposed to solve the nonlinear programming, where a feasible descent direction is obtained by solving only one QP subproblem. In order to avoid Maratos effect, a high-order revised direction is computed by solving a linear system with involving some “active” constraints. The theoretical analysis shows that global and superlinear convergence can be deduced.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Zhibin Zhu,