KMS Of Academy of mathematics and systems sciences, CAS
| A modified SQP method with nonmonotone linesearch technique | |
Zhang, JL; Zhang, XS
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| 2001-10-01 | |
| Source Publication | JOURNAL OF GLOBAL OPTIMIZATION
 |
| ISSN | 0925-5001 |
| Volume | 21Issue:2Pages:201-218 |
| Abstract | In this paper, a modified SQP method with nonmonotone line search technique is presented based on the modified quadratic subproblem proposed in Zhou (1997) and the nonmonotone line search technique. This algorithm starts from an arbitrary initial point, adjusts penalty parameter automatically and can overcome the Maratos effect. What is more, the subproblem is feasible at each iterate point. The global and local superlinear convergence properties are obtained under certain conditions. |
| Keyword | nonlinear optimization SQP method nonmonotone line search technique global convergence superlinear convergence |
| Language | 英语 |
| WOS Research Area | Operations Research & Management Science ; Mathematics |
| WOS Subject | Operations Research & Management Science ; Mathematics, Applied |
| WOS ID | WOS:000171293500005 |
| Publisher | KLUWER ACADEMIC PUBL |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/15983 |
| Collection | 应用数学研究所 |
| Affiliation | Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100080, Peoples R China |
| Recommended Citation GB/T 7714 | Zhang, JL,Zhang, XS. A modified SQP method with nonmonotone linesearch technique[J]. JOURNAL OF GLOBAL OPTIMIZATION,2001,21(2):201-218. |
| APA | Zhang, JL,&Zhang, XS.(2001).A modified SQP method with nonmonotone linesearch technique.JOURNAL OF GLOBAL OPTIMIZATION,21(2),201-218. |
| MLA | Zhang, JL,et al."A modified SQP method with nonmonotone linesearch technique".JOURNAL OF GLOBAL OPTIMIZATION 21.2(2001):201-218. |
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