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A new norm-relaxed SQP algorithm with global convergence

Authors :
Zheng, Hai-Yan
Jian, Jin-Bao
Tang, Chun-Ming
Quan, Ran
Source :
Applied Mathematics Letters. Jun2010, Vol. 23 Issue 6, p670-675. 6p.
Publication Year :
2010

Abstract

Abstract: A new norm-relaxed sequential quadratic programming algorithm with global convergence for inequality constrained problem is presented in this paper, and the quadratic programming subproblem can be solved at each iteration. Without the boundedness assumptions on any of the iterative sequences, the global convergence can be guaranteed by line search with penalty function and under some mild assumptions. [Copyright &y& Elsevier]

Details

Language :
English
ISSN :
08939659
Volume :
23
Issue :
6
Database :
Academic Search Index
Journal :
Applied Mathematics Letters
Publication Type :
Academic Journal
Accession number :
49124643
Full Text :
https://doi.org/10.1016/j.aml.2010.02.005