Composite-step like filter methods for equality constraint problems
Nie, PY
AbstractIn a composite-step approach, a step s(k) is computed as the sum of two components v(k) and h(k). The normal component v(k), which is called the vertical step, aims to improve the linearized feasibility, while the tangential component h(k), which is also called horizontal step, concentrates on reducing a model of the merit functions. As a filter method, it reduces both the infeasibility and the objective function. This is the same property of these two methods. In this paper, one concerns the composite-step like filter approach. That is, a step is tangential component h(k) if the infeasibility is reduced. Or else, s(k) is a composite step composed of normal component v(k) and tangential component h(k).
Keywordcomposite-step like approaches filter methods equality constraints sequential quadratic programming (SQP) algorithms normal component tangential component convergence
WOS Research AreaMathematics
WOS SubjectMathematics, Applied ; Mathematics
WOS IDWOS:000185366900007
PublisherVSP BV
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Cited Times:8[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
AffiliationChinese Acad Sci, LSEC, ICMSEC, Acad Math & Syst Sci, Beijing 100080, Peoples R China
Recommended Citation
GB/T 7714
Nie, PY. Composite-step like filter methods for equality constraint problems[J]. JOURNAL OF COMPUTATIONAL MATHEMATICS,2003,21(5):613-624.
APA Nie, PY.(2003).Composite-step like filter methods for equality constraint problems.JOURNAL OF COMPUTATIONAL MATHEMATICS,21(5),613-624.
MLA Nie, PY."Composite-step like filter methods for equality constraint problems".JOURNAL OF COMPUTATIONAL MATHEMATICS 21.5(2003):613-624.
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