| A NEW INEXACT SEQUENTIAL QUADRATIC PROGRAMMING ALGORITHM |
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| 作者姓名： | 倪勤 |
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| 作者单位： | Department of Mathematics, Nanjing University of Aeronautics and Astronautics, Nanjing 210016
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| 基金项目： | This work was supported by the National Natural Science Foundation of China. |
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| 摘 要： | This paper represents an inexact sequential quadratic programming (SQP) algorithm which can solve nonlinear programming (NLP) problems. An inexact solution of the quadratic programming subproblem is determined by a projection and contraction method such that only matrix-vector product is required. Some truncated criteria are chosen such that the algorithm is suitable to large scale NLP problem. The global convergence of the algorithm is proved.
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A NEW INEXACT SEQUENTIAL QUADRATIC PROGRAMMING ALGORITHM |
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| Ni Qin.A NEW INEXACT SEQUENTIAL QUADRATIC PROGRAMMING ALGORITHM[J].Numerical Mathematics A Journal of Chinese Universities English Series,2002,11(1):1-12. |
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| Authors: | Ni Qin |
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| Institution: | Department of Mathematics, Nanjing University of Aeronautics and Astronautics, Nanjing 210016 |
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| Abstract: | This paper represents an inexact sequential quadratic programming (SQP) algorithm which can solve nonlinear programming (NLP) problems. An inexact solution of the quadratic programming subproblem is determined by a projection and contraction method such that only matrix-vector product is required. Some truncated criteria are chosen such that the algorithm is suitable to large scale NLP problem. The global convergence of the algorithm is proved. |
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| Keywords: | SQP method projection and contraction method NLP problem |
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