A Sequential Quadratic Programming Method Without A Penalty Function or a Filter for Nonlinear Equality Constrained Optimization

We present a sequential quadratic programming method without using a penalty function or a filter for solving nonlinear equality constrained optimization. In each iteration, the linearized constraints of the quadratic programming are relaxed to satisfy two mild conditions; the step-size is selected...

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Vydané v:	SIAM journal on optimization Ročník 21; číslo 2; s. 545 - 571
Hlavní autori:	Liu, Xinwei, Yuan, Yaxiang
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Philadelphia Society for Industrial and Applied Mathematics 01.04.2011
Predmet:	Algorithms Applied mathematics Computational mathematics Mathematical functions Methods Optimization Quadratic programming Violations
ISSN:	1052-6234, 1095-7189
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