A sequential equality constrained quadratic programming algorithm for inequality constrained optimization

In this paper, the feasible type SQP method is improved. A new SQP algorithm is presented to solve the nonlinear inequality constrained optimization. As compared with the existing SQP methods, per single iteration, in order to obtain the search direction, it is only necessary to solve equality const...

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Veröffentlicht in:	Journal of computational and applied mathematics Jg. 212; H. 1; S. 112 - 125
1. Verfasser:	Zhu, Zhibin
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Amsterdam Elsevier B.V 15.02.2008 Elsevier
Schlagworte:	Algebra Algebraic geometry Calculus of variations and optimal control Equality constrained quadratical programming Exact sciences and technology Global convergence Inequality constrained optimization Mathematical analysis Mathematics Numerical analysis Numerical analysis. Scientific computation Numerical linear algebra Numerical methods in mathematical programming, optimization and calculus of variations Sciences and techniques of general use SQP method Superlinear convergence rate Global convergence 65K05 90C30 90C55 Superlinear convergence rate Equality constrained quadratical programming SQP method Inequality constrained optimization 65K05; 90C30; 90C55 Convergence acceleration Numerical linear algebra Optimization method Linear programming Iteration Inequality constrained optimization; SQP method; Equality constrained quadratical programming; Global convergence; Superlinear convergence rate Quadratic programming Algorithm Convergence Constrained optimization Equation system Direct method Numerical analysis Linear system Linear equation Matrix inversion Applied mathematics Sequential method Convergence rate Mathematical programming
ISSN:	0377-0427, 1879-1778
Online-Zugang:	Volltext
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