A modified SQP method with nonmonotone technique and its global convergence

作者：Su Ke^*; Yu Zhensheng

来源：Computers & Mathematics with Applications, 2009, 57(2): 240-247.

DOI：10.1016/j.camwa.2008.05.030

• SQP method
• Nonmonotone technique
• Global convergence

In this paper, we propose a modified SQP method, which uses neither a penalty function nor a filter, for nonlinear programming problems. The proposed mechanism for accepting the trial step is carried out by a nonmonotone technique. Under some conditions, we establish the global convergence of the algorithm. Some numerical results are presented to show the effectiveness of the proposed algorithm.

• 出版日期2009-1
• 单位同济大学; 上海理工大学; 河北大学