New sequential quadratic programming algorithm with consistent subproblems
文献类型：期刊论文
| 作者 | He, GP; Gao, ZY; Lai, YL |
| 刊名 | SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY
 |
| 出版日期 | 1997-02-01 |
| 卷号 | 40期号:2页码:137-150 |
| 关键词 | SQP algorithm consistence of quadratic programming subproblem global convergence local superlinear convergence |
| ISSN号 | 1006-9283 |
| 英文摘要 | One of the most interesting topics related to sequential quadratic programming algorithms is how to guarantee the consistence of all quadratic programming subproblems. In this decade, much work trying to change the form of constraints to obtain the consistence of the subproblems has been done. The method proposed by De O. Pantoja J.F.A. and coworkers solves the consistent problem of SQP method, and is the best to the authors' knowledge. However, the scale and complexity of the subproblems in De O. Pantoja's work will be increased greatly since all equality constraints have to be changed into absolute form. A new sequential quadratic programming type algorithm is presented by means of a special epsilon-active set scheme and a special penalty function. Subproblems of the new algorithm are all consistent, and the form of constraints of the subproblems is as simple as one of the general SQP type algorithms. It can be proved that the new method keeps global convergence and local superlinear convergence. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:A1997WJ37100003 |
| 出版者 | SCIENCE CHINA PRESS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/28901]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | He, GP |
| 作者单位 | 1.NO JIAOTONG UNIV,BEIJING 100044,PEOPLES R CHINA 2.CHINESE ACAD SCI,INST APPL MATH,BEIJING 100080,PEOPLES R CHINA |
| 推荐引用方式 GB/T 7714 | He, GP,Gao, ZY,Lai, YL. New sequential quadratic programming algorithm with consistent subproblems[J]. SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY,1997,40(2):137-150. |
| APA | He, GP,Gao, ZY,&Lai, YL.(1997).New sequential quadratic programming algorithm with consistent subproblems.SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY,40(2),137-150. |
| MLA | He, GP,et al."New sequential quadratic programming algorithm with consistent subproblems".SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY 40.2(1997):137-150. |
入库方式： OAI收割
来源：数学与系统科学研究院
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