A superlinearly convergent method of qua
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Jin-bao Jian; Yi Liu
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Article
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2011
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Elsevier Science
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English
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Combining the norm-relaxed sequential quadratic programming (SQP) method and the idea of method of quasi-strongly sub-feasible directions (MQSSFD) with active set identification technique, a new SQP algorithm for solving nonlinear inequality constrained optimization is proposed. Unlike the previous