{"title":"A Modified Sequence Quadratic Programming Method for Nonlinear Programming","authors":"Zhijun Luo, Guohua Chen, Lirong Wang","doi":"10.1109/CSO.2011.42","DOIUrl":null,"url":null,"abstract":"Sequence quadratic programming method is one of the most useful methods for solving constrained optimization problem. In this paper, a new modified SQP method is proposed to solve the nonlinear programming. This algorithm starts from an arbitrary initial point and adjusts penalty parameter automatically. A descent direction is obtained by solving only one variant constrained sub problem. In order to avoid Marotos effect, a high-order revised direction is obtained by solving a line system. Furthermore, under mild conditions, the global and local super linear convergence properties are obtained.","PeriodicalId":210815,"journal":{"name":"2011 Fourth International Joint Conference on Computational Sciences and Optimization","volume":"75 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2011-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"3","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"2011 Fourth International Joint Conference on Computational Sciences and Optimization","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/CSO.2011.42","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 3
Abstract
Sequence quadratic programming method is one of the most useful methods for solving constrained optimization problem. In this paper, a new modified SQP method is proposed to solve the nonlinear programming. This algorithm starts from an arbitrary initial point and adjusts penalty parameter automatically. A descent direction is obtained by solving only one variant constrained sub problem. In order to avoid Marotos effect, a high-order revised direction is obtained by solving a line system. Furthermore, under mild conditions, the global and local super linear convergence properties are obtained.
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