An SQP algorithm with nonmonotone line search for general nonlinear constrained optimization problem

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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
发表期刊	JOURNAL OF COMPUTATIONAL MATHEMATICS
ISSN	0254-9409
卷号	15 期号:2 页码:179-192
摘要	In 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.
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:A1997WV92900007
出版者	VSP BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/29019
专题	中国科学院数学与系统科学研究院
作者单位	1.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
推荐引用方式 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.