A new norm-relaxed SQP algorithm with global convergence

A new norm-relaxed sequential quadratic programming algorithm with global convergence for inequality constrained problem is presented in this paper, and the quadratic programming subproblem can be solved at each iteration. Without the boundedness assumptions on any of the iterative sequences, the gl...

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Bibliographic Details
Published in:	Applied mathematics letters Vol. 23; no. 6; pp. 670 - 675
Main Authors:	Zheng, Hai-Yan, Jian, Jin-Bao, Tang, Chun-Ming, Quan, Ran
Format:	Journal Article
Language:	English
Published:	Kidlington Elsevier Ltd 01.06.2010 Elsevier
Subjects:	[formula omitted] penalty function Algorithms Calculus of variations and optimal control Constraints Convergence Exact sciences and technology Global convergence Inequalities Iterative methods Mathematical analysis Mathematics Norm-relaxed SQP Numerical analysis Numerical analysis. Scientific computation Quadratic programming Sciences and techniques of general use Searching Norm-relaxed SQP l ∞ penalty function Global convergence Applied mathematics Sequential method penalty function Iterative method Iteration Quadratic programming l Algorithm Convergence
ISSN:	0893-9659, 1873-5452
Online Access:	Get full text
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