1. A restoration-free filter SQP algorithm for equality constrained optimization
- Author
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Zhu, Xiaojing and Pu, Dingguo
- Subjects
- *
QUADRATIC programming , *ALGORITHMS , *CONSTRAINED optimization , *PROBLEM solving , *STOCHASTIC convergence , *NUMERICAL analysis - Abstract
Abstract: In this paper, a trust-region sequential quadratic programming algorithm with a modified filter acceptance mechanism is proposed for nonlinear equality constrained optimization. The most important advantage of the proposed algorithm is its avoidance of any feasibility restoration phase, a necessity in traditional filter methods. We solve quadratic programming subproblems based on the well-known Byrd–Omojokun trust-region method. Inexact solutions to these subproblems are allowed. Under some standard assumptions, global convergence of the proposed algorithm is established. Numerical results show our approach is potentially useful. [Copyright &y& Elsevier]
- Published
- 2013
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