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 h
A SQP Method for Inequality Constrained Optimization
β Scribed by Ju-liang Zhang; Xiang-sun Zhang
- Publisher
- Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
- Year
- 2002
- Tongue
- English
- Weight
- 135 KB
- Volume
- 18
- Category
- Article
- ISSN
- 0168-9673
No coin nor oath required. For personal study only.
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
The paper presents a new method for solving irregular optimization problems with inequality constraints. Our results are based on the construction of p-regularity theory and on reformulating the inequality constraints as equalities. Namely, by introducing the slack variables of corresponding degree
In this paper, we consider a general class of functional inequality constrained minimax optimization problems. This problem is first converted into a semi-infinite programming problem. Then, an auxiliary cost function is constructed based on a positive saturated function. The smallest zero of this a