An SQP algorithm with cautious updating criteria for nonlinear degenerate problems |
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Authors: | Tao-wen Liu Jin-ping Zeng |
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Affiliation: | (1) College of Mathematics and Econometrics, Hunan University, Changsha, 410082, China;(2) College of Software, Dongguan University of Technology, Dongguan, 523808, China |
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Abstract: | An efficient SQP algorithm for solving nonlinear degenerate problems is proposed in the paper. At each iteration of the algorithm, a quadratic programming subproblem, which is always feasible by introducing a slack variable, is solved to obtain a search direction. The steplength along this direction is computed by employing the l ∞ exact penalty function through Armijo-type line search scheme. The algorithm is proved to be convergent globally under mild conditions. Supported by the National Natural Science Foundation of China (No. 10671060) and the Specialized Research Found for the Doctoral Program of Higher Education (No. 20030532006). |
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Keywords: | Degenerate problem exact penalty function SQP algorithm cautious update criteria global convergence |
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