A line search penalty-free SQP method for equality-constrained optimization without Maratos effect
文献类型：期刊论文
| 作者 | Chen, Zhongwen1; Dai, Yu-Hong2,3; Zhang, Tauyou1 |
| 刊名 | IMA JOURNAL OF NUMERICAL ANALYSIS
 |
| 出版日期 | 2022-10-01 |
| 卷号 | 42期号:4页码:3771-3802 |
| ISSN号 | 0272-4979 |
| DOI | 10.1093/imanum/drab097 |
| 英文摘要 | A line search penalty-free sequential quadratic programming method is proposed for nonlinear equality-constrained optimization. Generally, feasible directions are used to minimize the measurement of the constraint violation in order to deal with the inconsistency in the linearized constraints while optimal directions aim to improve the measure of optimality. A basic feature of the proposed method is that a line search direction that is some convex combination of a feasible direction and an optimal direction is utilized at each iteration, making either the value of the Lagrangian function or the measure of constraint violation sufficiently reduced. Global convergence of the method is analyzed without the feasibility restoration phase. Under the usual assumptions the method is shown to be superlinearly convergent locally without the second-order correction and hence the Maratos effect can be avoided. Numerical experiments on several examples illustrate the local behavior of the method. |
| 资助项目 | National Natural Science Foundation of China[11871362] ; National Natural Science Foundation of China[11631013] ; National Natural Science Foundation of China[11991020] ; National Natural Science Foundation of China[11991021] ; National Natural Science Foundation of China[12021001] ; Strategic Priority Research Program of Chinese Academy of Sciences[XDA27000000] |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| 出版者 | OXFORD UNIV PRESS |
| WOS记录号 | WOS:000868822500028 |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/60734]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Chen, Zhongwen |
| 作者单位 | 1.Soochow Univ, Sch Math Sci, Suzhou 215006, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, ICMSEC, LSEC, Beijing 100190, Peoples R China 3.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China |
| 推荐引用方式 GB/T 7714 | Chen, Zhongwen,Dai, Yu-Hong,Zhang, Tauyou. A line search penalty-free SQP method for equality-constrained optimization without Maratos effect[J]. IMA JOURNAL OF NUMERICAL ANALYSIS,2022,42(4):3771-3802. |
| APA | Chen, Zhongwen,Dai, Yu-Hong,&Zhang, Tauyou.(2022).A line search penalty-free SQP method for equality-constrained optimization without Maratos effect.IMA JOURNAL OF NUMERICAL ANALYSIS,42(4),3771-3802. |
| MLA | Chen, Zhongwen,et al."A line search penalty-free SQP method for equality-constrained optimization without Maratos effect".IMA JOURNAL OF NUMERICAL ANALYSIS 42.4(2022):3771-3802. |
入库方式： OAI收割
来源：数学与系统科学研究院
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