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A subspace SQP method for equality constrained optimization

文献类型：期刊论文

作者Lee, Jae Hwa1; Jung, Yoon Mo4; Yuan, Ya-xiang3; Yun, Sangwoon2
刊名COMPUTATIONAL OPTIMIZATION AND APPLICATIONS
出版日期2019-09-01
卷号74期号:1页码:177-194
关键词Equality constrained optimization SQP method Large scale problems Subspace techniques Damped limited-memory BFGS update
ISSN号0926-6003
DOI10.1007/s10589-019-00109-6
英文摘要In this paper, we present a subspace method for solving large scale nonlinear equality constrained optimization problems. The proposed method is based on a SQP method combined with the limited-memory BFGS update formula. Each subproblem is solved in a theoretically suitable subspace. In the case of few constraints, we show that our search direction in the subspace is equivalent to that of the SQP subproblem in the full space. In the case of many constraints, we reduce the number of constraints in the subproblem and we show that the solution of the subspace subproblem is a descent direction of a particular exact penalty function. Global convergence properties of the proposed method are given for both cases. Numerical results are given to illustrate the soundness of the proposed model.
资助项目National Research Foundation of Korea (NRF)[NRF-2016R1D1A1B03934371]
WOS研究方向Operations Research & Management Science ; Mathematics
语种英语
WOS记录号WOS:000476600200007
出版者SPRINGER
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/35281]  
专题计算数学与科学工程计算研究所
通讯作者Yun, Sangwoon
作者单位1.Sungkyunkwan Univ, AORC, Suwon 16419, South Korea
2.Sungkyunkwan Univ, Dept Math Educ, Seoul 03063, South Korea
3.Chinese Acad Sci, AMSS, ICMSEC, State Key Lab Sci & Engn Comp, Beijing 100190, Peoples R China
4.Sungkyunkwan Univ, Dept Math, Suwon 16419, South Korea
推荐引用方式
GB/T 7714		 Lee, Jae Hwa,Jung, Yoon Mo,Yuan, Ya-xiang,et al. A subspace SQP method for equality constrained optimization[J]. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS,2019,74(1):177-194.
APA Lee, Jae Hwa,Jung, Yoon Mo,Yuan, Ya-xiang,&Yun, Sangwoon.(2019).A subspace SQP method for equality constrained optimization.COMPUTATIONAL OPTIMIZATION AND APPLICATIONS,74(1),177-194.
MLA Lee, Jae Hwa,et al."A subspace SQP method for equality constrained optimization".COMPUTATIONAL OPTIMIZATION AND APPLICATIONS 74.1(2019):177-194.

入库方式： OAI收割

来源：数学与系统科学研究院

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