A computationally efficient feasible sequential quadratic programming algorithm

作     者：Lawrence, CT Tits, AL 

作者机构：Alphatech Inc Arlington VA 22201 USA Univ Maryland Dept Elect & Comp Engn College Pk MD 20742 USA Univ Maryland Syst Res Inst College Pk MD 20742 USA 

出 版 物：《SIAM JOURNAL ON OPTIMIZATION》 (工业与应用数学会最优化杂志)

年 卷 期：2001年第11卷第4期

页      面：1092-1118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：sequential quadratic programming SQP feasible iterates feasible SQP FSQP 

摘      要：A sequential quadratic programming (SQP) algorithm generating feasible iterates is described and analyzed. What distinguishes this algorithm from previous feasible SQP algorithms proposed by various authors is a reduction in the amount of computation required to generate a new iterate while the proposed scheme still enjoys the same global and fast local convergence properties. A preliminary implementation has been tested and some promising numerical results are reported.