A new SQP-filter method for solving nonlinear programming problems
文献类型：期刊论文
| 作者 | Duoquan Li |
| 刊名 | JOURNAL OF COMPUTATIONAL MATHEMATICS
 |
| 出版日期 | 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 |
| WOS记录号 | WOS:000240667300004 |
| 出版者 | VSP BV |
| 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
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