# IJPAM: Volume 39, No. 1 (2007)

**AN SQP ALGORITHM WITH EQUALITY CONSTRAINED**

SUBPROBLEMS FOR GENERAL CONSTRAINED

OPTIMIZATION

SUBPROBLEMS FOR GENERAL CONSTRAINED

OPTIMIZATION

School of Computing Science and Mathematics

Guilin University of Electronic Technology

Guilin, 541004, P.R. CHINA

e-mail: ldlzj123@163.com

School of Mathematical Sciences

Guangxi Normal University

Guilin, 541004, P.R. CHINA

**Abstract.**In this paper, an SQP method is presented to solve general
constrained optimization. Firstly the original problem is expanded
to parametric programming problems with only inequality constraints,
and the expansive problem is equivalent to the original problem if
the parameter is suitable. Then an algorithm is proposed which is
only necessary to solve one QP subproblem with equality constraints.
Thus, the computational cost is reduced. Under some suitable
assumptions, the algorithm is proven to be globally and
superlinearly convergent.

**Received: **April 18, 2007

**AMS Subject Classification: **90C30, 65K05

**Key Words and Phrases: **general constrained optimization, SQP algorithm, equality constrained quadratic programming, global convergence, superlinear convergence rate

**Source:** International Journal of Pure and Applied Mathematics

**ISSN:** 1311-8080

**Year:** 2007

**Volume:** 39

**Issue:** 1