A STRATEGY FOR GLOBAL CONVERGENCE IN A SEQUENTIAL QUADRATIC-PROGRAMMING ALGORITHM

作     者：BOGGS, PT TOLLE, JW 

作者机构：UNIV N CAROLINADEPT MATHCHAPEL HILLNC 27599 UNIV N CAROLINADEPT OPERAT RESCHAPEL HILLNC 27599 

出 版 物：《SIAM JOURNAL ON NUMERICAL ANALYSIS》 (工业与应用数学会数值分析杂志)

年 卷 期：1989年第26卷第3期

页      面：600-623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：90C30 65K05 nonlinear programming problems sequential quadratic programming merit functions 

摘      要：n a previous work [P. Boggs and J. Tolle, SIAM J. Numer. Anal., 21 (1984), pp. 1146–1161], the authors introduced a merit function for use with the sequential quadratic programming (SQP) algorithm for solving nonlinear programming problems. Here, further theoretical justification, including a global convergence theorem, is provided. In addition, modifications are suggested that allow the efficient implementation of the merit function while maintaining the important convergence properties. Numerical results are presented demonstrating the effectiveness of the procedure.