A modified SQP method with nonmonotone linesearch technique

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	A modified SQP method with nonmonotone linesearch technique
	Zhang, JL; Zhang, XS
	2001-10-01
发表期刊	JOURNAL OF GLOBAL OPTIMIZATION
ISSN	0925-5001
卷号	21 期号:2 页码:201-218
摘要	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.
关键词	nonlinear optimization SQP method nonmonotone line search technique global convergence superlinear convergence
语种	英语
WOS研究方向	Operations Research & Management Science ; Mathematics
WOS类目	Operations Research & Management Science ; Mathematics, Applied
WOS记录号	WOS:000171293500005
出版者	KLUWER ACADEMIC PUBL
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/15983
专题	应用数学研究所
通讯作者	Zhang, JL
作者单位	Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100080, Peoples R China
推荐引用方式 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.