IJPAM: Volume 61, No. 2 (2010)
FOR INEQUALITY CONSTRAINED OPTIMIZATION




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