A feasible descent SQP algorithm for general constrained optimization without strict complementarity

In this paper, a class of optimization problems with equality and inequality constraints is discussed. Firstly, the original problem is transformed to an associated simpler problem with only inequality constraints and a parameter. The later problem is shown to be equivalent to the original problem i...

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Vydané v:	Journal of computational and applied mathematics Ročník 180; číslo 2; s. 391 - 412
Hlavní autori:	Jian, Jin-Bao, Tang, Chun-Ming, Hu, Qing-Jie, Zheng, Hai-Yan
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Amsterdam Elsevier B.V 15.08.2005 Elsevier
Predmet:	Calculus of variations and optimal control Exact sciences and technology Feasible descent algorithm General constrained optimization Mathematical analysis Mathematics Numerical analysis Numerical analysis. Scientific computation Numerical methods in mathematical programming, optimization and calculus of variations Sciences and techniques of general use SQP Strict complementarity Superlinear convergence General constrained optimization 49M30 90C30 SQP Superlinear convergence Feasible descent algorithm Strict complementarity Optimization method 49M30 General constrained optimization Numerical method Convergence Constrained optimization Numerical analysis Applied mathematics Inequality constraint Equality constraint Mathematical programming
ISSN:	0377-0427, 1879-1778
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