A Global Convergent Line Search Filter SQP Method

doi:10.3969/j.issn.0253374x.2011.06.023

Home > Archive>Volume 39, Issue 6, 2011 >914-918. DOI:10.3969/j.issn.0253374x.2011.06.023

A Global Convergent Line Search Filter SQP Method
DOI:
                        10.3969/j.issn.0253374x.2011.06.023
                    
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                        JIN ZhongJIN Zhong
Department of Mathematics,Tongji University,Shanghai 200092,China;Department of Mathematics,Sanghai Maritime University,Shanghai 201306,China
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WANG YuqingWANG Yuqing
College of Mathematics and Information Engineering,Jiaxing University,Jiaxing 314001,China
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Clc Number:O 221.2
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Abstract:

The paper presents a line search filter sequential quadratic programming(SQP) method for inequality constrained optimization.Compared to traditional SQP methods,the advantages are that the quadratic programming (QP) subproblem is always consistent and the penalty function is not required by filter strategy.Under some mild conditions the global convergence can be induced.

Key words:line search; filter method; sequential quadratic programming (SQP); global convergence

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JIN Zhong, WANG Yuqing. A Global Convergent Line Search Filter SQP Method[J].同济大学学报(自然科学版),2011,39(6):914~918

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Received:March 01,2010
Revised:September 13,2010
Adopted:December 03,2010
Online: July 06,2011
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