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...

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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
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