IJPAM: Volume 61, No. 2 (2010)

A VARIANT OF FEASIBLE DESCENT SQP METHOD
FOR INEQUALITY CONSTRAINED OPTIMIZATION

Zhijun Luo$^1$, Guohua Chen$^2$, Jinglong Liang$^3$
$^{1,2,3}$Department of Mathematics and Applied Mathematics
Hunan Institute of Humanities, Science and Technology
Loudi, 417000, P.R. CHINA
e-mail: ldlzj123@163.com


Abstract.In this paper, a variant of feasible descent SQP method is proposed to solve the nonlinear programming. In our algorithm, a feasible descent direction is obtained by solving only one modified QP subproblem. In order to avoid Maratos effect, a height-order correction direction is computed by an explicit formula. Under mild conditions without strict complementarity, the global and local superlinear convergence properties are obtained.

Received: March 26, 2010

AMS Subject Classification: 65K05, 90C30

Key Words and Phrases: inequality constrained optimization, SQP algorithm, global convergence, superlinear convergence, strict complementarity

Source: International Journal of Pure and Applied Mathematics
ISSN: 1311-8080
Year: 2010
Volume: 61
Issue: 2