A feasible SQP method for nonlinear programming |
| |
Authors: | Zhibin Zhu Weidong Zhang Zhenjie Geng |
| |
Institution: | School of Mathematics and Computing Science, Guilin University of Electronic Technology, Guilin 541004, PR China |
| |
Abstract: | In this paper, a new SQP algorithm is presented to solve the general nonlinear programs with mixed equality and inequality constraints. Quoted from P. Spellucci (see 9]), this method maybe be named sequential equality constrained quadratic programming (SECQP) algorithm. Per single iteration, based on an active set strategy ( see 9]), this SECQP algorithm requires only to solve equality constrained quadratic programming subproblems or system of linear equations. The theoretical analysis shows that global and superlinear convergence can be induced under some suitable conditions. |
| |
Keywords: | Nonlinear programing SQP method Active set strategies Global convergence Superlinear convergence |
本文献已被 ScienceDirect 等数据库收录! |