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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
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