Sequential quadratic programming with a flexible step acceptance strategy |
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Authors: | Xiaojing Zhu Dingguo Pu |
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Institution: | Department of Mathematics, Tongji University, Shanghai 200092, China |
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Abstract: | A new sequential quadratic programming (SQP) method for nonlinear inequality constrained optimization is proposed. The aim of this paper is to promote global convergence for SQP methods using a flexible step acceptance strategy which combines merit functions and filter techniques. Global convergence is proved under some reasonable assumptions and preliminary numerical results are reported. |
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Keywords: | Constrained optimization SQP Merit function Filter |
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