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A modified SQP method with nonmonotone technique and its global convergence

โœ Scribed by Ke Su; Zhensheng Yu

Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
460 KB
Volume
57
Category
Article
ISSN
0898-1221

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โœฆ Synopsis

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 the algorithm. Some numerical results are presented to show the effectiveness of the proposed algorithm.

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