KMS Of Academy of mathematics and systems sciences, CAS
| A subspace SQP method for equality constrained optimization | |
Lee, Jae Hwa1; Jung, Yoon Mo2; Yuan, Ya-xiang3 ; Yun, Sangwoon4
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| 2019-09-01 | |
| Source Publication | COMPUTATIONAL OPTIMIZATION AND APPLICATIONS
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| ISSN | 0926-6003 |
| Volume | 74Issue:1Pages:177-194 |
| Abstract | In this paper, we present a subspace method for solving large scale nonlinear equality constrained optimization problems. The proposed method is based on a SQP method combined with the limited-memory BFGS update formula. Each subproblem is solved in a theoretically suitable subspace. In the case of few constraints, we show that our search direction in the subspace is equivalent to that of the SQP subproblem in the full space. In the case of many constraints, we reduce the number of constraints in the subproblem and we show that the solution of the subspace subproblem is a descent direction of a particular exact penalty function. Global convergence properties of the proposed method are given for both cases. Numerical results are given to illustrate the soundness of the proposed model. |
| Keyword | Equality constrained optimization SQP method Large scale problems Subspace techniques Damped limited-memory BFGS update |
| DOI | 10.1007/s10589-019-00109-6 |
| Language | 英语 |
| Funding Project | National Research Foundation of Korea (NRF)[NRF-2016R1D1A1B03934371] |
| WOS Research Area | Operations Research & Management Science ; Mathematics |
| WOS Subject | Operations Research & Management Science ; Mathematics, Applied |
| WOS ID | WOS:000476600200007 |
| Publisher | SPRINGER |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/35282 |
| Collection | 计算数学与科学工程计算研究所 |
| Corresponding Author | Yun, Sangwoon |
| Affiliation | 1.Sungkyunkwan Univ, AORC, Suwon 16419, South Korea 2.Sungkyunkwan Univ, Dept Math, Suwon 16419, South Korea 3.Chinese Acad Sci, AMSS, ICMSEC, State Key Lab Sci & Engn Comp, Beijing 100190, Peoples R China 4.Sungkyunkwan Univ, Dept Math Educ, Seoul 03063, South Korea |
| Recommended Citation GB/T 7714 | Lee, Jae Hwa,Jung, Yoon Mo,Yuan, Ya-xiang,et al. A subspace SQP method for equality constrained optimization[J]. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS,2019,74(1):177-194. |
| APA | Lee, Jae Hwa,Jung, Yoon Mo,Yuan, Ya-xiang,&Yun, Sangwoon.(2019).A subspace SQP method for equality constrained optimization.COMPUTATIONAL OPTIMIZATION AND APPLICATIONS,74(1),177-194. |
| MLA | Lee, Jae Hwa,et al."A subspace SQP method for equality constrained optimization".COMPUTATIONAL OPTIMIZATION AND APPLICATIONS 74.1(2019):177-194. |
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