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A simple feasible SQP method for inequality constrained optimization with global and superlinear convergence

✍ Scribed by Zhong Jin; Yuqing Wang

Publisher: Elsevier Science
Year: 2010
Tongue: English
Weight: 750 KB
Volume: 233
Category: Article
ISSN: 0377-0427
DOI: 10.1016/j.cam.2009.11.061

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✦ Synopsis

In this paper, a simple feasible SQP method for nonlinear inequality constrained optimization is presented. At each iteration, we need to solve one QP subproblem only. After solving a system of linear equations, a new feasible descent direction is designed. The Maratos effect is avoided by using a high-order corrected direction. Under some suitable conditions the global and superlinear convergence can be induced. In the end, numerical experiments show that the method in this paper is effective.

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