A new SQP-filter method for solving nonlinear programming problems

	A new SQP-filter method for solving nonlinear programming problems
	Duoquan Li
刊名	JOURNAL OF COMPUTATIONAL MATHEMATICS
	2006-09-01
卷号	24 期号:5 页码:609-634
关键词	nonlinear programming sequential quadratic programming filter restoration phase Maratos affects global convergence multi-objective optimization quadratic programming subproblem
ISSN号	0254-9409
英文摘要	In [4], Fletcher and Leyffer present a new method that solves nonlinear programming problems without a penalty function by SQP-Filter algorithm. It has attracted much attention due to its good numerical results. In this paper we propose a new SQP-Filter method which can overcome Maratos effect more effectively. We give stricter acceptant criteria when the iterative points are far from the optimal points and looser ones vice-versa. About this new method, the proof of global convergence is also presented under standard assumptions. Numerical results show that our method is efficient.
语种	英语
出版者	VSP BV
WOS记录号	WOS:000240667300004
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/3755]
专题	中国科学院数学与系统科学研究院
通讯作者	Duoquan Li
作者单位	1.Chinese Acad Sci, Grad Sch, Beijing 100080, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, ICMSEC, LSEC, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Duoquan Li. A new SQP-filter method for solving nonlinear programming problems[J]. JOURNAL OF COMPUTATIONAL MATHEMATICS,2006,24(5):609-634.
APA	Duoquan Li.(2006).A new SQP-filter method for solving nonlinear programming problems.JOURNAL OF COMPUTATIONAL MATHEMATICS,24(5),609-634.
MLA	Duoquan Li."A new SQP-filter method for solving nonlinear programming problems".JOURNAL OF COMPUTATIONAL MATHEMATICS 24.5(2006):609-634.