A GLOBALLY CONVERGENT SQP METHOD FOR SEMI-INFINITE NONLINEAR OPTIMIZATION

作     者：TANAKA, Y FUKUSHIMA, M IBARAKI, T 

作者机构：KYOTO UNIVFAC ENGNDEPT APPL MATH & PHYSKYOTO 606JAPAN 

出 版 物：《JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS》 (计算与应用数学杂志)

年 卷 期：1988年第23卷第2期

页      面：141-153页

核心收录：

学科分类：07[理学] 070104[理学-应用数学] 0701[理学-数学] 

主　　题：Semi-infinite programming global convergence SQP method exact penalty function trust region 

摘      要：A new approach for semi-infinite programming problems is presented, which belongs to the class of successive quadratic programming (SQP) methods with trust region technique. The proposed algorithm employs the exact L ∞ penalty function as a criterion function and incorporates an appropriate scheme for estimating active constraints. It is proved that the algorithm is globally convergent under some assumptions. Numerical experiments show that the algorithm is very promising in practice.