A simple feasible SQP method for inequality constrained optimization with global and superlinear convergence |
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Authors: | Zhong Jin Yuqing Wang |
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Institution: | 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, a simple feasible SQP method for nonlinear inequality constrained optimization is presented. At each iteration, we need to solve one QP subproblem only. After solving a system of linear equations, a new feasible descent direction is designed. The Maratos effect is avoided by using a high-order corrected direction. Under some suitable conditions the global and superlinear convergence can be induced. In the end, numerical experiments show that the method in this paper is effective. |
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Keywords: | 90C55 90C30 |
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