Sequential penalty algorithm for nonlinear constrained optimization
文献类型：期刊论文
| 作者 | Zhang, JL; Zhang, XS
|
| 刊名 | JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
 |
| 出版日期 | 2003-09-01 |
| 卷号 | 118期号:3页码:635-655 |
| 关键词 | nonlinear optimization SQP method sequential penalty algorithm global convergence superlinear convergence |
| ISSN号 | 0022-3239 |
| 英文摘要 | In this paper, a new sequential penalty algorithm, based on the Linfinity exact penalty function, is proposed for a general nonlinear constrained optimization problem. The algorithm has the following characteristics: it can start from an arbitrary initial point; the feasibility of the subproblem is guaranteed; the penalty parameter is adjusted automatically; global convergence without any regularity assumption is proved. The update formula of the penalty parameter is new. It is proved that the algorithm proposed in this paper behaves equivalently to the standard SQP method after sufficiently many iterations. Hence, the local convergence results of the standard SQP method can be applied to this algorithm. Preliminary numerical experiments show the efficiency and stability of the algorithm. |
| WOS研究方向 | Operations Research & Management Science ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000186732200009 |
| 出版者 | KLUWER ACADEMIC/PLENUM PUBL |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/18271]  |
| 专题 | 应用数学研究所 |
| 作者单位 | Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing, Peoples R China |
| 推荐引用方式 GB/T 7714 | Zhang, JL,Zhang, XS. Sequential penalty algorithm for nonlinear constrained optimization[J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS,2003,118(3):635-655. |
| APA | Zhang, JL,&Zhang, XS.(2003).Sequential penalty algorithm for nonlinear constrained optimization.JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS,118(3),635-655. |
| MLA | Zhang, JL,et al."Sequential penalty algorithm for nonlinear constrained optimization".JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS 118.3(2003):635-655. |
入库方式： OAI收割
来源：数学与系统科学研究院
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