A type of efficient feasible SQP algorithms for inequality constrained optimization |
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Authors: | Zhong Jin Yuqing Wang |
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Affiliation: | a Department of Mathematics, Tongji University, Shanghai 200092, PR China b Department of Mathematics, Jiaxing College, Jiaxing 314001, PR China |
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Abstract: | In this paper, motivated by Zhu et al. methods [Z.B. Zhu, K.C. Zhang, J.B. Jian, An improved SQP algorithm for inequality constrained optimization, Math. Meth. Oper. Res. 58 (2003) 271-282; Zhibin Zhu, Jinbao Jian, An efficient feasible SQP algorithm for inequality constrained optimization, Nonlinear Anal. Real World Appl. 10(2) (2009) 1220-1228], we propose a type of efficient feasible SQP algorithms to solve nonlinear inequality constrained optimization problems. By solving only one QP subproblem with a subset of the constraints estimated as active, a class of revised feasible descent directions are generated per single iteration. These methods are implementable and globally convergent. We also prove that the algorithms have superlinear convergence rate under some mild conditions. |
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Keywords: | Inequality constrained optimization FSQP KKT point Global convergence Superlinear convergence |
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