A sequential equality constrained quadratic programming algorithm for inequality constrained optimization
β Scribed by Zhibin Zhu
- Publisher
- Elsevier Science
- Year
- 2008
- Tongue
- English
- Weight
- 200 KB
- Volume
- 212
- Category
- Article
- ISSN
- 0377-0427
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π SIMILAR VOLUMES
In this paper, an efficient feasible SQP method is proposed to solve nonlinear inequality constrained optimization problems. Here, a new modified method is presented to obtain the revised feasible descent direction. Per single iteration, it is only necessary to solve one QP subproblem and a system o
## Abstract This paper is concerned with the numerical solution of a symmetric indefinite system which is a generalization of the KarushβKuhnβTucker system. Following the recent approach of LukΕ‘an and VlΔek, we propose to solve this system by a preconditioned conjugate gradient (PCG) algorithm and