A globally and superlinearly convergent feasible QP-free method for nonlinear programming

In this paper, we propose a QP-free type algorithm which solves the problem of minimizing a smooth function subject to smooth inequality constraints. In contrast with the SQP methods, each iteration this algorithm only needs to solve systems of linear equations which are derived from the equality pa...

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Vydané v:	Applied mathematics and computation Ročník 168; číslo 1; s. 519 - 539
Hlavný autor:	Zhu, Zhibin
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	New York, NY Elsevier Inc 01.09.2005 Elsevier
Predmet:	Calculus of variations and optimal control Constrained optimization Exact sciences and technology Global convergence Mathematical analysis Mathematics Numerical analysis Numerical analysis. Scientific computation Numerical linear algebra Numerical methods in mathematical programming Numerical methods in mathematical programming, optimization and calculus of variations QP-free algorithm Sciences and techniques of general use SQP algorithm Superlinear convergence System of linear equations System of linear equations Superlinear convergence Global convergence QP-free algorithm SQP algorithm Constrained optimization Numerical linear algebra Non linear programming Convergence Equation system Direct method Numerical analysis Linear system QP free algorithm Matrix inversion Applied mathematics Inequality constraint Smooth function Optimality condition
ISSN:	0096-3003, 1873-5649
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