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A Globally Convergent Line Search Filter SQP Method for Inequality Constrained Optimization
Author
Source
Journal of Applied Mathematics
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-09-11
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Abstract EN
A line search filter SQP method for inequality constrained optimization is presented.
This method makes use of a backtracking line search procedure to generate step size and the efficiency of the filter technique to determine step acceptance.
At each iteration, the subproblem is always consistent, and it only needs to solve one QP subproblem.
Under some mild conditions, the global convergence property can be guaranteed.
In the end, numerical experiments show that the method in this paper is effective.
American Psychological Association (APA)
Jin, Zhong. 2013. A Globally Convergent Line Search Filter SQP Method for Inequality Constrained Optimization. Journal of Applied Mathematics،Vol. 2013, no. 2013, pp.1-10.
https://search.emarefa.net/detail/BIM-478538
Modern Language Association (MLA)
Jin, Zhong. A Globally Convergent Line Search Filter SQP Method for Inequality Constrained Optimization. Journal of Applied Mathematics No. 2013 (2013), pp.1-10.
https://search.emarefa.net/detail/BIM-478538
American Medical Association (AMA)
Jin, Zhong. A Globally Convergent Line Search Filter SQP Method for Inequality Constrained Optimization. Journal of Applied Mathematics. 2013. Vol. 2013, no. 2013, pp.1-10.
https://search.emarefa.net/detail/BIM-478538
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-478538