KMS Of Academy of mathematics and systems sciences, CAS
Composite-step like filter methods for equality constraint problems | |
Nie, PY | |
2003-09-01 | |
Source Publication | JOURNAL OF COMPUTATIONAL MATHEMATICS |
ISSN | 0254-9409 |
Volume | 21Issue:5Pages:613-624 |
Abstract | In 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). |
Keyword | composite-step like approaches filter methods equality constraints sequential quadratic programming (SQP) algorithms normal component tangential component convergence |
Language | 英语 |
WOS Research Area | Mathematics |
WOS Subject | Mathematics, Applied ; Mathematics |
WOS ID | WOS:000185366900007 |
Publisher | VSP BV |
Citation statistics | |
Document Type | 期刊论文 |
Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/18053 |
Collection | 中国科学院数学与系统科学研究院 |
Affiliation | Chinese 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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