A new technique for inconsistent QP problems in the SQP method |
| |
Authors: | P. Spellucci |
| |
Affiliation: | (1) THD FB4 AG8, Schloßgartenstr. 7, D-64289 Darmstadt, Germany |
| |
Abstract: | Successful treatment of inconsistent QP problems is of major importance in the SQP method, since such occur quite often even for well behaved nonlinear programming problems. This paper presents a new technique for regularizing inconsistent QP problems, which compromises in its properties between the simple technique of Pantoja and Mayne [36] and the highly successful, but expensive one of Tone [47]. Global convergence of a corresponding algorithm is shown under reasonable weak conditions. Numerical results are reported which show that this technique, combined with a special method for the case of regular subproblems, is quite competitive to highly appreciated established ones. |
| |
Keywords: | sequential quadratic programming SQP method nonlinear programming |
本文献已被 SpringerLink 等数据库收录! |
|