A modified SQP method with nonmonotone t
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Ke Su; Zhensheng Yu
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Article
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2009
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Elsevier Science
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English
โ 460 KB
In this paper, we propose a modified SQP method, which uses neither a penalty function nor a filter, for the 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 th