A sequential equality constrained quadratic programming algorithm for inequality constrained optimization

作者：Zhu; Zhibin

来源：Journal of Computational and Applied Mathematics, 2008, 212(1): 112-125.

DOI：10.1016/j.cam.2006.11.028

• inequality constrained optimization
• SQP method
• equality constrained quadratical programming
• global convergence
• superlinear convergence rate

In this paper, the feasible type SQP method is improved. A new SQP algorithm is presented to solve the nonlinear inequality constrained optimization. As compared with the existing SQP methods, per single iteration, in order to obtain the search direction, it is only necessary to solve equality constrained quadratic programming subproblems and systems of linear equations. Under some suitable conditions, the global and superlinear convergence can be induced.

• 出版日期2008-1-15
• 单位桂林电子科技大学