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An improved feasible QP-free algorithm for inequality constrained optimization

โœ Scribed by Zhi Bin Zhu, Jin Bao Jian

Book ID
118792069
Publisher
Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2012
Tongue
English
Weight
239 KB
Volume
28
Category
Article
ISSN
1439-7617

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An efficient feasible SQP algorithm for
An efficient feasible SQP algorithm for inequality constrained optimization
โœ Zhibin Zhu; Jinbao Jian ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 454 KB

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