A Modified Sequence Quadratic Programming Method for Nonlinear Programming
Sequence quadratic programming method is one of the most useful methods for solving constrained optimization problem. In this paper, a new modified SQP method is proposed to solve the nonlinear programming. This algorithm starts from an arbitrary initial point and adjusts penalty parameter automatically. A descent direction is obtained by solving only one variant constrained subproblem. In order to avoid Marotos effect, a high-order revised direction is obtained by solving a line system. Furthermore, under mild conditions, the global and local superlinear convergence properties are obtained.
Nonlinear programming SQP algorithm Global convergence Superlinear convergence
Zhijun Luo Guohua Chen Lirong Wang
The Department of Mathematics & Applied Mathematics, Hunan University of Humanities, Science and Tec Loudi Technician College, Hunan Loudi.417000,P.R.China
国际会议
昆明、丽江
英文
458-461
2011-04-15（万方平台首次上网日期，不代表论文的发表时间）