A Feasible SQP Method Using Augmented Lagrangian Function for General Constrained Optimization

An feasible SQP method is proposed to solve general optimization problems with equality and inequality constraints. First, we transform the original problem to an associated simpler problem with only inequality constraints, and the simplified problem is shown to be equivalent to the original problem...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:2012 Fifth International Joint Conference on Computational Sciences and Optimization S. 226 - 229
Hauptverfasser: Xiaowei Jiang, Yueting Yang, Yunlong Lu
Format: Tagungsbericht
Sprache:Englisch
Veröffentlicht: IEEE 01.06.2012
Schlagworte:
Approximation algorithms
augmented Lagrangian function
Educational institutions
feasible descent algorithm
general constrained optimization
Lagrangian functions
Optimization
SQP
Transforms
Vectors
ISBN:9781467313650, 1467313653
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Abstract An feasible SQP method is proposed to solve general optimization problems with equality and inequality constraints. First, we transform the original problem to an associated simpler problem with only inequality constraints, and the simplified problem is shown to be equivalent to the original problem under the mild condition. Then we use feasible SQP method to solve the latter problem. Here, we use the augmented Lagrangian function to be objective function. At each iteration, multiplier and penalty parameter are updated by the simpler criterion. Numerical experiments are implemented to test the efficiency of the proposed method.
AbstractList An feasible SQP method is proposed to solve general optimization problems with equality and inequality constraints. First, we transform the original problem to an associated simpler problem with only inequality constraints, and the simplified problem is shown to be equivalent to the original problem under the mild condition. Then we use feasible SQP method to solve the latter problem. Here, we use the augmented Lagrangian function to be objective function. At each iteration, multiplier and penalty parameter are updated by the simpler criterion. Numerical experiments are implemented to test the efficiency of the proposed method.
Author Xiaowei Jiang
Yunlong Lu
Yueting Yang
Author_xml – sequence: 1
  surname: Xiaowei Jiang
  fullname: Xiaowei Jiang
  email: jxwbh@126.com
  organization: Sch. of Math. & Inst. of Appl. Math., Beihua Univ., Jilin, China
– sequence: 2
  surname: Yueting Yang
  fullname: Yueting Yang
  organization: Sch. of Math. & Inst. of Appl. Math., Beihua Univ., Jilin, China
– sequence: 3
  surname: Yunlong Lu
  fullname: Yunlong Lu
  organization: Sch. of Math. & Inst. of Appl. Math., Beihua Univ., Jilin, China
BookMark eNotjEtPhDAYRWvURB1ZuXTTPwD2QVu6JERGkzFoZtw6-QoFa6BMCrPQXy8-7ubm3JzcK3TmR28RuqEkoZTou2JbJYxQlgh1giKtMqKkFqnUhJ3-Mk2l4pRLQS5QNE0fZMmykoxeorcclxYmZ3qLty_P-MnO72ODXyfnO5wfu8H62TZ4A10A3znwuDz6enajx-0Y8Np6G6DHxeinOYDzi1sdZje4L_iRrtF5C_1ko_9eoV15vyse4k21fizyTew0mWNgilKuOG-0SQ1A3RLJoJV1VnNpZCplzVQmuSALKs04bQxTRNSGZsAV4yt0-3frrLX7Q3ADhM-9ZCpVVPBv30VU7g
CODEN IEEPAD
ContentType Conference Proceeding
DBID 6IE
6IL
CBEJK
RIE
RIL
DOI 10.1109/CSO.2012.57
DatabaseName IEEE Electronic Library (IEL) Conference Proceedings
IEEE Xplore POP ALL
IEEE Xplore All Conference Proceedings
IEEE Electronic Library (IEL)
IEEE Proceedings Order Plans (POP All) 1998-Present
DatabaseTitleList
Database_xml – sequence: 1
  dbid: RIE
  name: IEEE Electronic Library (IEL)
  url: https://ieeexplore.ieee.org/
  sourceTypes: Publisher
DeliveryMethod fulltext_linktorsrc
EISBN 9780769546902
0769546900
EndPage 229
ExternalDocumentID 6274715
Genre orig-research
GroupedDBID 6IE
6IF
6IK
6IL
6IN
AAJGR
AAWTH
ADFMO
ALMA_UNASSIGNED_HOLDINGS
BEFXN
BFFAM
BGNUA
BKEBE
BPEOZ
CBEJK
IEGSK
IERZE
OCL
RIE
RIL
ID FETCH-LOGICAL-i90t-a27113733d9b4baacf062af6c8c36b6466c278635036b79231db2705cb18a3723
IEDL.DBID RIE
ISBN 9781467313650
1467313653
IngestDate Wed Aug 27 04:58:39 EDT 2025
IsPeerReviewed false
IsScholarly false
Language English
LinkModel DirectLink
MergedId FETCHMERGED-LOGICAL-i90t-a27113733d9b4baacf062af6c8c36b6466c278635036b79231db2705cb18a3723
PageCount 4
ParticipantIDs ieee_primary_6274715
PublicationCentury 2000
PublicationDate 2012-June
PublicationDateYYYYMMDD 2012-06-01
PublicationDate_xml – month: 06
  year: 2012
  text: 2012-June
PublicationDecade 2010
PublicationTitle 2012 Fifth International Joint Conference on Computational Sciences and Optimization
PublicationTitleAbbrev cso
PublicationYear 2012
Publisher IEEE
Publisher_xml – name: IEEE
SSID ssj0000781081
Score 1.4852108
Snippet An feasible SQP method is proposed to solve general optimization problems with equality and inequality constraints. First, we transform the original problem to...
SourceID ieee
SourceType Publisher
StartPage 226
SubjectTerms Approximation algorithms
augmented Lagrangian function
Educational institutions
feasible descent algorithm
general constrained optimization
Lagrangian functions
Optimization
SQP
Transforms
Vectors
Title A Feasible SQP Method Using Augmented Lagrangian Function for General Constrained Optimization
URI https://ieeexplore.ieee.org/document/6274715
hasFullText 1
inHoldings 1
isFullTextHit
isPrint
link http://cvtisr.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwlV1NTwIxEG2AePCkBozf6cGjC912t909EiLxgICBGE6SfswSEgWDi7_faVkxJl68bTd72Eybvpn2vTeE3AIDLI2FjaRQWKAkwKM8k3EEDvEGE2RtAsv3eaCGw2w2y8c1crfXwgBAIJ9B2z-Gu3y3tlt_VNaRoYRK66SulNpptfbnKd60BuEtaLekEp69Jb4tnaoxq_R5Mcs7vcnI87p4O_3dVyXASv_ofz90TFo_-jw63iPPCanBqkleuhTzOVzhr0AnT2P6GHpD08AJoN3tIrhvOjrQC4SnBa4K2kdM8_NCMXGllf809R08Q98I_HaE-8lbJdRskWn_ftp7iKruCdEyZ2WkuYpjoYRwuUmM1rZgkutC2swKaWQipeUqw3QDIcx4E8HYGa5Yak2caaG4OCWN1XoFZ4QKx6yGNJE6wfKr4LljInVMJ6AA05XinDR9aObvO3-MeRWVi79fX5JDH_gd3eqKNMrNFq7Jgf0slx-bmzCpX_cSnjM
linkProvider IEEE
linkToHtml http://cvtisr.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwlV3PT8IwFG4QTfSkBoy_7cGjg67t2u1IiATj-GEghpOkaztCosMg-Pf7WibGxIu3ddlh6Wv6vdd-3_cQurXEQmnMdCCYhAKFWxoksQgDawBvIEFWmWf5Pqey348nk2RYQXdbLYy11pPPbMM9-rt8s9Brd1TWFL6EinbQbsQ5DTdqre2JirOtAYDz6i0hmeNvsW9Tp3JMSoVeSJJmezRwzC7aiH53VvHA0jn83y8dofqPQg8Pt9hzjCq2qKGXFoaMDtb4q8WjpyHu-e7Q2LMCcGs98_6bBqdqBgA1g3WBO4BqLjIYUldcOlBj18PTd46Abwewo7yVUs06Gnfux-1uUPZPCOYJWQWKyjBkkjGTZDxTSudEUJULHWsmMsGF0FTGkHAAiGXORjA0GZUk0lkYKyYpO0HVYlHYU4SZIVrZiAvFoQDLaWIIiwxR3EoLCUt-hmpuaqbvG4eMaTkr53-_vkH73XEvnaYP_ccLdOCCsCFfXaLqarm2V2hPf67mH8trH-AvZTCheg
openUrl ctx_ver=Z39.88-2004&ctx_enc=info%3Aofi%2Fenc%3AUTF-8&rfr_id=info%3Asid%2Fsummon.serialssolutions.com&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=proceeding&rft.title=2012+Fifth+International+Joint+Conference+on+Computational+Sciences+and+Optimization&rft.atitle=A+Feasible+SQP+Method+Using+Augmented+Lagrangian+Function+for+General+Constrained+Optimization&rft.au=Xiaowei+Jiang&rft.au=Yueting+Yang&rft.au=Yunlong+Lu&rft.date=2012-06-01&rft.pub=IEEE&rft.isbn=9781467313650&rft.spage=226&rft.epage=229&rft_id=info:doi/10.1109%2FCSO.2012.57&rft.externalDocID=6274715
thumbnail_l http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=9781467313650/lc.gif&client=summon&freeimage=true
thumbnail_m http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=9781467313650/mc.gif&client=summon&freeimage=true
thumbnail_s http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=9781467313650/sc.gif&client=summon&freeimage=true