An SQP algorithm with nonmonotone line search for general nonlinear constrained optimization problem
文献类型：期刊论文
| 作者 | He, GP; Diao, BQ; Gao, ZY |
| 刊名 | JOURNAL OF COMPUTATIONAL MATHEMATICS
 |
| 出版日期 | 1997-04-01 |
| 卷号 | 15期号:2页码:179-192 |
| ISSN号 | 0254-9409 |
| 英文摘要 | In this paper, an SQP type algorithm with a new nonmonotone line search technique for general constrained optimization problems is presented. The new algorithm does not have to solve the second order correction subproblems for each iterations, but still can circumvent the so-called Maratos effect. The algorithm's global convergence and superlinear convergent rate have been proved. In addition, we can prove that, after a few iterations, correction subproblems need not be solved, so computation amount of the algorithm will be decreased much more. Numerical experiments show that the new algorithm is effective. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:A1997WV92900007 |
| 出版者 | VSP BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/29018]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 作者单位 | 1.CHINESE ACAD SCI,INST APPL MATH,BEIJING,PEOPLES R CHINA 2.SHANDONG INST MIN & TECHNOL,SHANDONG,PEOPLES R CHINA 3.NO JIAOTONG UNIV,BEIJING,PEOPLES R CHINA |
| 推荐引用方式 GB/T 7714 | He, GP,Diao, BQ,Gao, ZY. An SQP algorithm with nonmonotone line search for general nonlinear constrained optimization problem[J]. JOURNAL OF COMPUTATIONAL MATHEMATICS,1997,15(2):179-192. |
| APA | He, GP,Diao, BQ,&Gao, ZY.(1997).An SQP algorithm with nonmonotone line search for general nonlinear constrained optimization problem.JOURNAL OF COMPUTATIONAL MATHEMATICS,15(2),179-192. |
| MLA | He, GP,et al."An SQP algorithm with nonmonotone line search for general nonlinear constrained optimization problem".JOURNAL OF COMPUTATIONAL MATHEMATICS 15.2(1997):179-192. |
入库方式： OAI收割
来源：数学与系统科学研究院
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