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A modified SQP method with nonmonotone linesearch technique
Zhang, JL; Zhang, XS
2001-10-01
Source PublicationJOURNAL OF GLOBAL OPTIMIZATION
ISSN0925-5001
Volume21Issue:2Pages:201-218
AbstractIn 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.
Keywordnonlinear optimization SQP method nonmonotone line search technique global convergence superlinear convergence
Language英语
WOS Research AreaOperations Research & Management Science ; Mathematics
WOS SubjectOperations Research & Management Science ; Mathematics, Applied
WOS IDWOS:000171293500005
PublisherKLUWER ACADEMIC PUBL
Citation statistics
Cited Times:17[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/15983
Collection应用数学研究所
AffiliationChinese 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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