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An SQP algorithm with nonmonotone line search for general nonlinear constrained optimization problem
He, GP; Diao, BQ; Gao, ZY
1997-04-01
Source PublicationJOURNAL OF COMPUTATIONAL MATHEMATICS
ISSN0254-9409
Volume15Issue:2Pages:179-192
AbstractIn this paper, an SQP type algorithm with a new nonmonotone line search technique for general constrained optimization problems is presented. The new algorithm does not have to solve the second order correction subproblems for each iterations, but still can circumvent the so-called Maratos effect. The algorithm's global convergence and superlinear convergent rate have been proved. In addition, we can prove that, after a few iterations, correction subproblems need not be solved, so computation amount of the algorithm will be decreased much more. Numerical experiments show that the new algorithm is effective.
Language英语
WOS Research AreaMathematics
WOS SubjectMathematics, Applied ; Mathematics
WOS IDWOS:A1997WV92900007
PublisherVSP BV
Citation statistics
Cited Times:3[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/29019
Collection中国科学院数学与系统科学研究院
Affiliation1.CHINESE ACAD SCI,INST APPL MATH,BEIJING,PEOPLES R CHINA
2.SHANDONG INST MIN & TECHNOL,SHANDONG,PEOPLES R CHINA
3.NO JIAOTONG UNIV,BEIJING,PEOPLES R CHINA
Recommended Citation
GB/T 7714
He, GP,Diao, BQ,Gao, ZY. An SQP algorithm with nonmonotone line search for general nonlinear constrained optimization problem[J]. JOURNAL OF COMPUTATIONAL MATHEMATICS,1997,15(2):179-192.
APA He, GP,Diao, BQ,&Gao, ZY.(1997).An SQP algorithm with nonmonotone line search for general nonlinear constrained optimization problem.JOURNAL OF COMPUTATIONAL MATHEMATICS,15(2),179-192.
MLA He, GP,et al."An SQP algorithm with nonmonotone line search for general nonlinear constrained optimization problem".JOURNAL OF COMPUTATIONAL MATHEMATICS 15.2(1997):179-192.
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