full
search.png

Search

close.png

Cancel

arrow
Volume 15, Issue 2
An SQP Algorithm with Nonmonotone Line Search for General Nonlinear Constrained Optimization Problem

G. P. He, B. Q. Diao & Z. Y. Gao

J. Comp. Math., 15 (1997), pp. 179-192.

Published online: 1997-04

Preview Full PDF 2711 26272

Cited by

google scholar semantic scholar
Export citation
  • Abstract

In this paper, an SQP type algorithm with a new nonmonotone line search technique for general constrained optimization problems is presented. The new algorithm does not have to solve the second order correction subproblems for each iterations, but still can circumvent the so-called Maratos effect. The algorithm's global convergence and superlinear convergent rate have been proved. In addition, we can prove that, after a few iterations, correction subproblems need not be solved, so computation amount of the algorithm will be decreased much more. Numerical experiments show that the new algorithm is effective.

  • Keywords

  • AMS Subject Headings

  • Copyright

COPYRIGHT: © Global Science Press

  • Email address
  • BibTex
  • RIS
  • TXT
@Article{JCM-15-179, author = {G. P. He, B. Q. Diao and Z. Y. Gao}, title = {An SQP Algorithm with Nonmonotone Line Search for General Nonlinear Constrained Optimization Problem}, journal = {Journal of Computational Mathematics}, year = {1997}, volume = {15}, number = {2}, pages = {179--192}, abstract = {

In this paper, an SQP type algorithm with a new nonmonotone line search technique for general constrained optimization problems is presented. The new algorithm does not have to solve the second order correction subproblems for each iterations, but still can circumvent the so-called Maratos effect. The algorithm's global convergence and superlinear convergent rate have been proved. In addition, we can prove that, after a few iterations, correction subproblems need not be solved, so computation amount of the algorithm will be decreased much more. Numerical experiments show that the new algorithm is effective.

}, issn = {1991-7139}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/jcm/9198.html} }
TY - JOUR T1 - An SQP Algorithm with Nonmonotone Line Search for General Nonlinear Constrained Optimization Problem AU - G. P. He, B. Q. Diao & Z. Y. Gao JO - Journal of Computational Mathematics VL - 2 SP - 179 EP - 192 PY - 1997 DA - 1997/04 SN - 15 DO - http://doi.org/ UR - https://global-sci.org/intro/article_detail/jcm/9198.html KW - AB -

In this paper, an SQP type algorithm with a new nonmonotone line search technique for general constrained optimization problems is presented. The new algorithm does not have to solve the second order correction subproblems for each iterations, but still can circumvent the so-called Maratos effect. The algorithm's global convergence and superlinear convergent rate have been proved. In addition, we can prove that, after a few iterations, correction subproblems need not be solved, so computation amount of the algorithm will be decreased much more. Numerical experiments show that the new algorithm is effective.

G. P. He, B. Q. Diao and Z. Y. Gao. (1997). An SQP Algorithm with Nonmonotone Line Search for General Nonlinear Constrained Optimization Problem. Journal of Computational Mathematics. 15 (2). 179-192. doi:
Copy to clipboard
BibteX RIS TXT
The citation has been copied to your clipboard