中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
A robust algorithm or optimization with general equality and inequality constraints

文献类型:期刊论文

作者Liu, XW; Yuan, YX
刊名SIAM JOURNAL ON SCIENTIFIC COMPUTING
出版日期2000-08-31
卷号22期号:2页码:517-534
关键词SQP algorithm constrained optimization convergence
ISSN号1064-8275
英文摘要An algorithm for general nonlinearly constrained optimization is presented, which solves an unconstrained piecewise quadratic subproblem and quadratic programming subproblem at each iterate. The algorithm is robust since it can circumvent the difficulties associated with the possible inconsistency of QP subproblem of the original SQP method. Moreover, the algorithm can converge to point which satis es certain first-order necessary optimality condition even when the original problem is itself infeasible, which is feature of Burke and Han's methods [ Math. Programming, 43 ( 1989), pp. 277-303]. Unlike Burke and Han's methods, our algorithm does not introduce additional bound constraints. The algorithm solves the same subproblems as the Han Powell SQP algorithm at feasible points of the original problem. Under certain assumptions, it is shown that the algorithm coincides with the Han-Powell method when the iterates are sufficiently close to the solution. Some global convergence results are proved and locally superlinear convergence results are also obtained. Preliminary numerical results are reported.
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000089065200007
出版者SIAM PUBLICATIONS
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/14951]  
专题中国科学院数学与系统科学研究院
通讯作者Liu, XW
作者单位Chinese Acad Sci, Inst Computat Math & Sci Engn, LSEC, Beijing 100080, Peoples R China
推荐引用方式
GB/T 7714
Liu, XW,Yuan, YX. A robust algorithm or optimization with general equality and inequality constraints[J]. SIAM JOURNAL ON SCIENTIFIC COMPUTING,2000,22(2):517-534.
APA Liu, XW,&Yuan, YX.(2000).A robust algorithm or optimization with general equality and inequality constraints.SIAM JOURNAL ON SCIENTIFIC COMPUTING,22(2),517-534.
MLA Liu, XW,et al."A robust algorithm or optimization with general equality and inequality constraints".SIAM JOURNAL ON SCIENTIFIC COMPUTING 22.2(2000):517-534.

入库方式: OAI收割

来源:数学与系统科学研究院

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