A Modified SQP-filter Method

摘要：

A modified SQP-filter method for nonlinear optimization which applies filter techniques to the traditional line search penalty function method is introduced in this paper. Unlike formal filter methods, do not need restoration phase here. And global convergence is given with reasonable assumptions.

关键词： filter method penalty function global convergence nonlinear optimization.

作者: Qi Zhang Zhi-yuan Tian Kun Yang

作者单位: College of Mathematics, Qingdao University, Qingdao 266071

会议类型: 国际会议

会议名称: 第二届中国对策论及其应用国际学术会议(The Second International Conference on Game Theory and Applications)

会议地点: 青岛

会议语种:英文

页码: 290-292

在线出版日期: 2007-09-17（万方平台首次上网日期，不代表论文的发表时间）