A restoration-free filter SQP algorithm for equality constrained optimization

In this paper, a trust-region sequential quadratic programming algorithm with a modified filter acceptance mechanism is proposed for nonlinear equality constrained optimization. The most important advantage of the proposed algorithm is its avoidance of any feasibility restoration phase, a necessity...

Full description

Bibliographic Details

Published in:	Applied mathematics and computation Vol. 219; no. 11; pp. 6016 - 6029
Main Authors:	Zhu, Xiaojing, Pu, Dingguo
Format:	Journal Article
Language:	English
Published:	Elsevier Inc 01.02.2013
Subjects:	Algorithms Constrained optimization Constraints Convergence Feasibility Feasibility restoration Filter Mathematical models Optimization Quadratic programming Sequential quadratic programming Feasibility restoration Sequential quadratic programming Filter Constrained optimization
ISSN:	0096-3003, 1873-5649
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!