A trust-region SQP method without a penalty or a filter for nonlinear programming

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:281

Article

Huang, Mingxia¹  Pu, Dingguo² 

[1] Tongji Univ, Dept Math, Shanghai 200092, Peoples R China

[2] Henan Univ Sci & Technol, Dept Math, Luoyang 471023, Peoples R China

关键词: Nonlinear programming;    Trust-region;    SQP;    Global convergence;   

DOI  :  10.1016/j.cam.2014.12.021

来源: Elsevier

【 摘 要 】

In this paper we present a new trust-region SQP algorithm for nonlinear programming. This method avoids using a penalty function, nor a filter, and instead establishes a new step acceptance mechanism. Under some reasonable assumptions, the method can be proved to be globally convergent to a KT point. Preliminary numerical experiments are presented that show the potential efficiency of the new approach. (C) 2014 Elsevier B.V. All rights reserved.

【 授权许可】

Free