A Modified Penalty-free-type Nonmonotone SQP Method

摘要：

A modified penalty-free-type nonmonotone SQP method for inequality constrained optimization is proposed in this paper. This algorithm has no need on the penalty function and allows nonmonotonic decrease for the constrained violation function. Comparing with the filter-based approaches, our method leads to more flexibility. Under some reasonable conditions, the global convergence properties of our algorithm is presented. Moreover, some numerical results are given.

关键词： Sequential quadratic programming Nonmono-tone Global convergence

作者: KeSu

作者单位: College of Mathematics and Computer Science,Hebei University, Baoding, 071002, P.R.China

会议类型: 国际会议

会议名称: The Fourth International Joint Conference on Computational Science and Optimization(第四届计算科学与优化国际大会 CSO 2011)

会议地点: 昆明、丽江

会议语种:英文

页码: 462-466

在线出版日期: 2011-04-15（万方平台首次上网日期，不代表论文的发表时间）