A new SQP-filter method for solving nonlinear programming problems

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	A new SQP-filter method for solving nonlinear programming problems
	Duoquan Li
	2006-09-01
发表期刊	JOURNAL OF COMPUTATIONAL MATHEMATICS
ISSN	0254-9409
卷号	24 期号:5 页码:609-634
摘要	In [4], Fletcher and Leyffer present a new method that solves nonlinear programming problems without a penalty function by SQP-Filter algorithm. It has attracted much attention due to its good numerical results. In this paper we propose a new SQP-Filter method which can overcome Maratos effect more effectively. We give stricter acceptant criteria when the iterative points are far from the optimal points and looser ones vice-versa. About this new method, the proof of global convergence is also presented under standard assumptions. Numerical results show that our method is efficient.
关键词	nonlinear programming sequential quadratic programming filter restoration phase Maratos affects global convergence multi-objective optimization quadratic programming subproblem
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:000240667300004
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/3756
专题	中国科学院数学与系统科学研究院
通讯作者	Duoquan Li
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, ICMSEC, LSEC, Beijing 100080, Peoples R China 2.Chinese Acad Sci, Grad Sch, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Duoquan Li. A new SQP-filter method for solving nonlinear programming problems[J]. JOURNAL OF COMPUTATIONAL MATHEMATICS,2006,24(5):609-634.
APA	Duoquan Li.(2006).A new SQP-filter method for solving nonlinear programming problems.JOURNAL OF COMPUTATIONAL MATHEMATICS,24(5),609-634.
MLA	Duoquan Li."A new SQP-filter method for solving nonlinear programming problems".JOURNAL OF COMPUTATIONAL MATHEMATICS 24.5(2006):609-634.