An SQP-filter method for inequality constrained optimization and its global convergence |
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| Authors: | Xiangling Wang Zhibin ZhuShuangyong Zuo Qingqun Huang |
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| Affiliation: | a Department of Computational Science & Mathematics, Guilin University of Electronic Technology, Guilin 541004, Guangxi, PR China
b Department of Basic Course, Hainan Technology and Business College, Haikou 570203, Hainan, PR China |
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| Abstract: | In this paper, we combine the filter technique with a modified sequential quadratic programming (SQP) method. The optimization solution is obtained by reducing step length, which is obtained by an exact linear search. Furthermore, this method can start with an infeasible initial point. The method uses a filter to promote global convergence. |
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| Keywords: | SQP method The filter Inequality constrained Global convergence |
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