New sequential quadratic programming algorithm with consistent subproblems

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	New sequential quadratic programming algorithm with consistent subproblems
	He, GP ; Gao, ZY ; Lai, YL
	1997-02-01
发表期刊	SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY
ISSN	1006-9283
卷号	40 期号:2 页码:137-150
摘要	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.
关键词	SQP algorithm consistence of quadratic programming subproblem global convergence local superlinear convergence
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:A1997WJ37100003
出版者	SCIENCE CHINA PRESS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/28902
专题	中国科学院数学与系统科学研究院
通讯作者	He, GP
作者单位	1.NO JIAOTONG UNIV,BEIJING 100044,PEOPLES R CHINA 2.CHINESE ACAD SCI,INST APPL MATH,BEIJING 100080,PEOPLES R CHINA
推荐引用方式 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.