A new successive quadratic programming algorithm |
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Authors: | Zengxin Wei |
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Affiliation: | (1) Guangxi University, 530004 Nanning, China |
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Abstract: | The main difficulties encountered in the successive quadratic programming methods are the choice of penalty parameter, the choice of steplenth, and the Maratos effect. An algorithm without penalty parameters is presented in this paper. The choice of steplength parameters is based on the method of trust region. Global convergence and local superlinear convergence are proved under suitable assumption. |
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