DocumentCode
2345180
Title
A Modified Penalty-Free-Type Nonmonotone SQP Method
Author
Su, Ke
Author_Institution
Coll. of Math. & Comput. Sci., Hebei Univ., Baoding, China
fYear
2011
fDate
15-19 April 2011
Firstpage
462
Lastpage
466
Abstract
A modified penalty-free-type nonmonotone SQP method for inequality constrained optimization is proposed in this paper. This algorithm has no need on the penalty function and allows nonmonotonic decrease for the constrained violation function. Comparing with the filter-based approaches, our method leads to more flexibility. Under some reasonable conditions, the global convergence properties of our algorithm is presented. Moreover, some numerical results are given.
Keywords
constraint theory; quadratic programming; constrained violation function; filter based approach; flexibility; global convergence property; inequality constrained optimization; modified penalty free type nonmonotone SQP method; penalty function; Convergence; Indexes; Newton method; Programming; Quadratic programming; Robustness; Global convergence; Nonmonotone; Sequential quadratic programming;
fLanguage
English
Publisher
ieee
Conference_Titel
Computational Sciences and Optimization (CSO), 2011 Fourth International Joint Conference on
Conference_Location
Yunnan
Print_ISBN
978-1-4244-9712-6
Electronic_ISBN
978-0-7695-4335-2
Type
conf
DOI
10.1109/CSO.2011.41
Filename
5957703
Link To Document