KMS Of Academy of mathematics and systems sciences, CAS
New sequential quadratic programming algorithm with consistent subproblems | |
He, GP; Gao, ZY; Lai, YL | |
1997-02-01 | |
Source Publication | SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY |
ISSN | 1006-9283 |
Volume | 40Issue:2Pages:137-150 |
Abstract | One of the most interesting topics related to sequential quadratic programming algorithms is how to guarantee the consistence of all quadratic programming subproblems. In this decade, much work trying to change the form of constraints to obtain the consistence of the subproblems has been done. The method proposed by De O. Pantoja J.F.A. and coworkers solves the consistent problem of SQP method, and is the best to the authors' knowledge. However, the scale and complexity of the subproblems in De O. Pantoja's work will be increased greatly since all equality constraints have to be changed into absolute form. A new sequential quadratic programming type algorithm is presented by means of a special epsilon-active set scheme and a special penalty function. Subproblems of the new algorithm are all consistent, and the form of constraints of the subproblems is as simple as one of the general SQP type algorithms. It can be proved that the new method keeps global convergence and local superlinear convergence. |
Keyword | SQP algorithm consistence of quadratic programming subproblem global convergence local superlinear convergence |
Language | 英语 |
WOS Research Area | Mathematics |
WOS Subject | Mathematics, Applied ; Mathematics |
WOS ID | WOS:A1997WJ37100003 |
Publisher | SCIENCE CHINA PRESS |
Citation statistics | |
Document Type | 期刊论文 |
Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/28902 |
Collection | 中国科学院数学与系统科学研究院 |
Affiliation | 1.NO JIAOTONG UNIV,BEIJING 100044,PEOPLES R CHINA 2.CHINESE ACAD SCI,INST APPL MATH,BEIJING 100080,PEOPLES R CHINA |
Recommended Citation GB/T 7714 | He, GP,Gao, ZY,Lai, YL. New sequential quadratic programming algorithm with consistent subproblems[J]. SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY,1997,40(2):137-150. |
APA | He, GP,Gao, ZY,&Lai, YL.(1997).New sequential quadratic programming algorithm with consistent subproblems.SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY,40(2),137-150. |
MLA | He, GP,et al."New sequential quadratic programming algorithm with consistent subproblems".SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY 40.2(1997):137-150. |
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