A modified SQP method with nonmonotone linesearch technique
文献类型：期刊论文
| 作者 | Zhang, JL; Zhang, XS
|
| 刊名 | JOURNAL OF GLOBAL OPTIMIZATION
 |
| 出版日期 | 2001-10-01 |
| 卷号 | 21期号:2页码:201-218 |
| 关键词 | nonlinear optimization SQP method nonmonotone line search technique global convergence superlinear convergence |
| ISSN号 | 0925-5001 |
| 英文摘要 | In this paper, a modified SQP method with nonmonotone line search technique is presented based on the modified quadratic subproblem proposed in Zhou (1997) and the nonmonotone line search technique. This algorithm starts from an arbitrary initial point, adjusts penalty parameter automatically and can overcome the Maratos effect. What is more, the subproblem is feasible at each iterate point. The global and local superlinear convergence properties are obtained under certain conditions. |
| WOS研究方向 | Operations Research & Management Science ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000171293500005 |
| 出版者 | KLUWER ACADEMIC PUBL |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/15982]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Zhang, JL |
| 作者单位 | Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Zhang, JL,Zhang, XS. A modified SQP method with nonmonotone linesearch technique[J]. JOURNAL OF GLOBAL OPTIMIZATION,2001,21(2):201-218. |
| APA | Zhang, JL,&Zhang, XS.(2001).A modified SQP method with nonmonotone linesearch technique.JOURNAL OF GLOBAL OPTIMIZATION,21(2),201-218. |
| MLA | Zhang, JL,et al."A modified SQP method with nonmonotone linesearch technique".JOURNAL OF GLOBAL OPTIMIZATION 21.2(2001):201-218. |
入库方式： OAI收割
来源：数学与系统科学研究院
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