A SQP Method without a Penalty Function and a Filter

摘要：

　　In this paper, we propose a SQP method without a penalty function and a filter for constrained nonlinear optimization problems.This iterative method is based on the 3-piecewise linear NCP function for the KKT first order optimality conditions.We do not use a penalty function and a filter on line searches.This method is implementable and globally convergent.

关键词： filter SQP method convergence NCP function

作者: Min Zhou Youlin Shang

作者单位: Department of Mathematics,Henan University of Science and Technology,Henna Luoyang,471003

会议类型: 国内会议

会议名称: 第十届中国不确定系统年会、第十四届中国青年信息与管理学者大会

会议地点: 银川

会议语种:英文

页码: 198-202

在线出版日期: 2012-07-27（万方平台首次上网日期，不代表论文的发表时间）