An efficient sequential quadratic programming algorithm for nonlinear programming |
| |
Institution: | Department of Computational Science and Mathematics, Guilin Institute of Electronic Technology, No. 1, JinJi Road, Guilin 541004, PR China |
| |
Abstract: | In this paper, a new feasible sequential quadratic programming (FSQP) algorithm is proposed to solve the nonlinear programming, where a feasible descent direction is obtained by solving only one QP subproblem. In order to avoid Maratos effect, a high-order revised direction is computed by solving a linear system with involving some “active” constraints. The theoretical analysis shows that global and superlinear convergence can be deduced. |
| |
Keywords: | |
本文献已被 ScienceDirect 等数据库收录! |
|