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An SQP-filter method for inequality constrained optimization and its global convergence
- Source :
-
Applied Mathematics & Computation . Aug2011, Vol. 217 Issue 24, p10224-10230. 7p. - Publication Year :
- 2011
-
Abstract
- Abstract: In this paper, we combine the filter technique with a modified sequential quadratic programming (SQP) method. The optimization solution is obtained by reducing step length, which is obtained by an exact linear search. Furthermore, this method can start with an infeasible initial point. The method uses a filter to promote global convergence. [Copyright &y& Elsevier]
Details
- Language :
- English
- ISSN :
- 00963003
- Volume :
- 217
- Issue :
- 24
- Database :
- Academic Search Index
- Journal :
- Applied Mathematics & Computation
- Publication Type :
- Academic Journal
- Accession number :
- 61502549
- Full Text :
- https://doi.org/10.1016/j.amc.2011.05.019