A feasible SQP method for nonlinear programming

作者：Zhu, Zhibin^*; Zhang, Weidong; Geng, Zhenjie

来源：Applied Mathematics and Computation, 2010, 215(11): 3956-3969.

DOI：10.1016/j.amc.2009.11.045

• Nonlinear programing
• SQP method
• Active set strategies
• Global convergence
• Superlinear convergence

In this paper, a new SQP algorithm is presented to solve the general nonlinear programs with mixed equality and inequality constraints. Quoted from P. Spellucci (see [9]), this method maybe be named sequential equality constrained quadratic programming (SECQP) algorithm. Per single iteration, based on an active set strategy (see [9]), this SECQP algorithm requires only to solve equality constrained quadratic programming subproblems or system of linear equations. The theoretical analysis shows that global and superlinear convergence can be induced under some suitable conditions.

• 出版日期2010-2-1
• 单位桂林电子科技大学