Improved Feasible SQP Algorithm for Nonlinear Programs with Equality Constrained Sub-Problems
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| Title | Improved Feasible SQP Algorithm for Nonlinear Programs with Equality Constrained Sub-Problems |
| Authors | |
| Abstract | This paper is concerned with an improved feasible sequential quadratic programming (FSQP) method for nonlinear programs. As compared with the existing SQP methods which required solving the QP sub-problem with inequality constraints in single iteration, in order to obtain the feasible direction, the method of this paper is only necessary to solve an equality constrained quadratic programming sub-problems. Combined the generalized projection technique, a height-order correction direction is yielded by explicit formulas, which can avoids Maratos effect. Furthermore, under some mild assumptions, the algorithm is globally convergent and its rate of convergence is one-step superlinearly. Numerical results reported show that the algorithm in this paper is effective. |
| Publisher | ACADEMY PUBLISHER |
| Date | 2013-06-01 |
| Source | Journal of Computers Vol 8, No 6 (2013) |
| Rights | Copyright © ACADEMY PUBLISHER - All Rights Reserved.To request permission, please check out URL: http://www.academypublisher.com/copyrightpermission.html. |