An efficient feasible SQP algorithm for inequality constrained optimization |
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Authors: | Zhibin Zhu Jinbao Jian |
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Affiliation: | 1. College of Mathematics and Computing Science, Guilin University of Electronic Technology, Guilin, 541004, PR China;2. College of Mathematics and Informational Science, Guangxi University, Nanning, 510004, PR China |
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Abstract: | In this paper, an efficient feasible SQP method is proposed to solve nonlinear inequality constrained optimization problems. Here, a new modified method is presented to obtain the revised feasible descent direction. Per single iteration, it is only necessary to solve one QP subproblem and a system of linear equations with only a subset of the constraints estimated as active. In addition, its global and superlinear convergence are obtained under some suitable conditions. |
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