A modified SQP method and its global convergence

Che JR; Su K

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A modified SQP method and its global convergence

机译：改进的SQP方法及其全局收敛性

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In this paper, a modified SQP method is presented. The algorithm starts from an arbitrary initial point and can overcome the Maratos effect. Moreover, it avoid choosing the penalty parameters. Under some reasonable conditions, the global convergence is shown. (c) 2006 Elsevier Inc. All rights reserved.

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《Applied mathematics and computation》 |2007年第2期|共7页
作者
Che JR; Su K;
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正文语种 eng
中图分类应用数学;
关键词
constrained optimization; KKT point; sequential quadratic programming; global convergence; CONSTRAINED OPTIMIZATION;

机译：约束优化;KKT点;顺序二次规划;全局收敛;约束优化;

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1. A Modified Sqp Method With Nonmonotone Technique And Its Global Convergence [J] . Ke Su, Zhensheng Yu Computers & mathematics with applications . 2009,第2期

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2. A modified SQP method and its global convergence [J] . Che JR, Su K Applied mathematics and computation . 2007,第2期

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3. Global Convergence of a Modified SQP Method for Mathematical Programs With Inequalities and Equalities Constraints [J] . Zhong Wan Journal of inequalities in pure and applied mathematics . 2004,第2期

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4. Two modified PRP conjugate gradient methods and their global convergence for unconstrained optimization [C] . Sun Zhongbo, Cao Xue, Guo Yingying, Chinese Control and Decision Conference . 2017

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5. Convergence to steady-state of weighted ENO schemes, norm preserving Runge-Kutta methods and a modified conjugate gradient method. [D] . Gottlieb, Sigal. 1998

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6. An SQP method for mathematical programs with vanishing constraints with strong convergence properties [O] . Matúš Benko, Helmut Gfrerer -1

机译：具有消失性强且收敛性强的数学程序的SQP方法
7. A modified SQP method with nonmonotone technique and its global convergence [O] . Su Ke, Yu Zhensheng 2009

机译：非单调技术的改进SQP方法及其全局收敛性

A modified SQP method and its global convergence

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