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An efficient feasible SQP algorithm for inequality constrained optimization

✍ Scribed by Zhibin Zhu; Jinbao Jian

Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
454 KB
Volume
10
Category
Article
ISSN
1468-1218

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✦ Synopsis

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 of linear equations with only a subset of the constraints estimated as active. In addition, its global and superlinear convergence are obtained under some suitable conditions.

πŸ“œ SIMILAR VOLUMES

A simple feasible SQP method for inequal
A simple feasible SQP method for inequality constrained optimization with global and superlinear convergence
✍ Zhong Jin; Yuqing Wang πŸ“‚ Article πŸ“… 2010 πŸ› Elsevier Science 🌐 English βš– 750 KB

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

FEASIBLE DESCENT CONE METHODS FOR INEQUA
FEASIBLE DESCENT CONE METHODS FOR INEQUALITY CONSTRAINED OPTIMIZATION PROBLEMS
✍ J. A. SNYMAN; N. STANDER πŸ“‚ Article πŸ“… 1996 πŸ› John Wiley and Sons 🌐 English βš– 784 KB

A new Feasible Descent Cone (FDC) method for constrained optimization, previously restricted to linear objectives, is here generalized to include non-linear objective functions as well. In the basic and exact algorithm a sequence of descent steps is taken through the interior of the feasible region