Composite-step like filter methods for equality constraint problems

	Composite-step like filter methods for equality constraint problems
	Nie, PY
刊名	JOURNAL OF COMPUTATIONAL MATHEMATICS
	2003-09-01
卷号	21 期号:5 页码:613-624
关键词	composite-step like approaches filter methods equality constraints sequential quadratic programming (SQP) algorithms normal component tangential component convergence
ISSN号	0254-9409
英文摘要	In a composite-step approach, a step s(k) is computed as the sum of two components v(k) and h(k). The normal component v(k), which is called the vertical step, aims to improve the linearized feasibility, while the tangential component h(k), which is also called horizontal step, concentrates on reducing a model of the merit functions. As a filter method, it reduces both the infeasibility and the objective function. This is the same property of these two methods. In this paper, one concerns the composite-step like filter approach. That is, a step is tangential component h(k) if the infeasibility is reduced. Or else, s(k) is a composite step composed of normal component v(k) and tangential component h(k).
语种	英语
出版者	VSP BV
WOS记录号	WOS:000185366900007
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/18052]
专题	中国科学院数学与系统科学研究院
通讯作者	Nie, PY
作者单位	Chinese Acad Sci, LSEC, ICMSEC, Acad Math & Syst Sci, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Nie, PY. Composite-step like filter methods for equality constraint problems[J]. JOURNAL OF COMPUTATIONAL MATHEMATICS,2003,21(5):613-624.
APA	Nie, PY.(2003).Composite-step like filter methods for equality constraint problems.JOURNAL OF COMPUTATIONAL MATHEMATICS,21(5),613-624.
MLA	Nie, PY."Composite-step like filter methods for equality constraint problems".JOURNAL OF COMPUTATIONAL MATHEMATICS 21.5(2003):613-624.