A line search penalty-free SQP method for equality-constrained optimization without Maratos effect

doi:10.1093/imanum/drab097

CSpace

	A line search penalty-free SQP method for equality-constrained optimization without Maratos effect
	Chen, Zhongwen 1; Dai, Yu-Hong 2,3; Zhang, Tauyou 1
	2022-10-01
发表期刊	IMA JOURNAL OF NUMERICAL ANALYSIS
ISSN	0272-4979
卷号	42 期号:4 页码:3771-3802
摘要	A line search penalty-free sequential quadratic programming method is proposed for nonlinear equality-constrained optimization. Generally, feasible directions are used to minimize the measurement of the constraint violation in order to deal with the inconsistency in the linearized constraints while optimal directions aim to improve the measure of optimality. A basic feature of the proposed method is that a line search direction that is some convex combination of a feasible direction and an optimal direction is utilized at each iteration, making either the value of the Lagrangian function or the measure of constraint violation sufficiently reduced. Global convergence of the method is analyzed without the feasibility restoration phase. Under the usual assumptions the method is shown to be superlinearly convergent locally without the second-order correction and hence the Maratos effect can be avoided. Numerical experiments on several examples illustrate the local behavior of the method.
DOI	10.1093/imanum/drab097
收录类别	SCI
语种	英语
资助项目	National Natural Science Foundation of China[11871362] ; National Natural Science Foundation of China[11631013] ; National Natural Science Foundation of China[11991020] ; National Natural Science Foundation of China[11991021] ; National Natural Science Foundation of China[12021001] ; Strategic Priority Research Program of Chinese Academy of Sciences[XDA27000000]
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000868822500028
出版者	OXFORD UNIV 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/60735
专题	中国科学院数学与系统科学研究院
通讯作者	Chen, Zhongwen
作者单位	1.Soochow Univ, Sch Math Sci, Suzhou 215006, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, ICMSEC, LSEC, Beijing 100190, Peoples R China 3.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
推荐引用方式 GB/T 7714	Chen, Zhongwen,Dai, Yu-Hong,Zhang, Tauyou. A line search penalty-free SQP method for equality-constrained optimization without Maratos effect[J]. IMA JOURNAL OF NUMERICAL ANALYSIS,2022,42(4):3771-3802.
APA	Chen, Zhongwen,Dai, Yu-Hong,&Zhang, Tauyou.(2022).A line search penalty-free SQP method for equality-constrained optimization without Maratos effect.IMA JOURNAL OF NUMERICAL ANALYSIS,42(4),3771-3802.
MLA	Chen, Zhongwen,et al."A line search penalty-free SQP method for equality-constrained optimization without Maratos effect".IMA JOURNAL OF NUMERICAL ANALYSIS 42.4(2022):3771-3802.