Convergence properties of inexact sequential quadratically constrained quadratic programming method for convex programming

机译：凸规划的不精确序次二次约束二次规划方法的收敛性。

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This paper is concerned with a sequential quadratically constrained quadratic programming (SQCQP) method for convex programming. The SQCQP method solves at each iteration a quadratically constrained quadratic programming subproblem whose objective function and constraints are quadratic approximations of the objective function and constraints of the original problem, respectively. We propose an inexact SQCQP method which solves inexactly the subproblem and prove its global and superlinear convergence properties.

机译：本文涉及一种用于凸规划的顺序二次约束二次规划（SQCQP）方法。 SQCQP方法在每次迭代时求解二次约束二次规划子问题，其目标函数和约束分别是目标函数和原始问题的约束的二次近似。我们提出了一种不精确的SQCQP方法，该方法可以精确地解决子问题并证明其全局和超线性收敛性。

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来源
《The 8th international conference on optimization: Techniques and Applications》|2010年|214-215|共2页
会议地点 Shanghai(CN)
作者
Atsushi Kato; Yasushi Narushima; Hiroshi Yabe;
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作者单位

Department of Mathematical Information Science, Tokyo University of Science,1-3 Kagurazaka, Shinjuku-ku, Tokyo 162-8601, Japan;

Department of Mathematical Information Science, Tokyo University of Science;

Department of Mathematical Information Science, Tokyo University of Science;

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原文格式 PDF
正文语种 eng
中图分类系统优化;
关键词
Sequential quadratically constrained quadratic programming method; Convex programming; Global convergence; Superlinear convergence;

机译：序贯二次约束二次规划方法;凸规划;全局收敛;超线性收敛;

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1. On local convergence of sequential quadratically-constrained quadratic-programming type methods, with an extension to variational problems [J] . Fernandez D, Solodov M Computational optimization and applications . 2008,第2期

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2. On local convergence of sequential quadratically-constrained quadratic-programming type methods, with an extension to variational problems [J] . Damián Fernández, Mikhail Solodov Computational Optimization and Applications . 2008,第2期

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3. Inexact semimonotonic augmented lagrangians with optimal feasibility convergence for convex bound and equality constrained quadratic programming [J] . Dostal Z SIAM Journal on Numerical Analysis . 2005,第1期

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4. Convergence properties of inexact sequential quadratically constrained quadratic programming method for convex programming [C] . Atsushi Kato, Yasushi Narushima, Hiroshi Yabe International conference on optimization: Techniques and Applications . 2010

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5. Inexact sequential quadratic programming methods for large-scale nonlinear optimization. [D] . Curtis, Frank Edward. 2007

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6. Creating Better Collision-Free Trajectory for Robot Motion Planning by Linearly Constrained Quadratic Programming [O] . Yizhou Liu, Fusheng Zha, Mantian Li, 2021

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7. ON LOCAL CONVERGENCE OF SEQUENTIAL QUADRATICALLY-CONSTRAINED QUADRATIC-PROGRAMMING TYPE METHODS, WITH AN EXTENSION TO VARIATIONAL PROBLEMS ∗ [O] . Damián Fernández, Mikhail Solodov 2005

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8. On the Convergence of a Sequential Quadratic Programming Method with an Augmented Lagrangian Line Search Functions [R] . Schittkowski, K. 1982

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Convergence properties of inexact sequential quadratically constrained quadratic programming method for convex programming

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