JIPAM logo: Home Link
 
Home Editors Submissions Reviews Volumes RGMIA About Us
 

   
  Volume 5, Issue 2, Article 37
 
Global Convergence of a Modified SQP Method for Mathematical Programs With Inequalities and Equalities Constraints

    Authors: Zhong Wan,  
    Keywords: Nonlinear Programs, Inequalities and Equalities System, Sequential quadratic programming.  
    Date Received: 23/12/2003  
    Date Accepted: 29/04/2004  
    Subject Codes:

90C30, 90D65.

 
    Editors: Alexander M. Rubinov (1940-2006),  
 
    Abstract:

When we solve an ordinary nonlinear programming problem by the most and popular sequential quadratic programming (SQP) method, one of the difficulties that we must overcome is to ensure the consistence of its QP subproblems. In this paper, we develop a new SQP method which can assure that the QP subproblem at every iteration is consistent. One of the main techniques used in our method involves solving a least square problem in addition to solving a modified QP subproblem at each iteration, and we need not add bound constraints to the search direction. we also establish the global convergence of the proposed algorithm.

         
       
  Download Screen PDF
  Download Print PDF
  Send this article to a friend
  Print this page
 

      search [advanced search] copyright 2003 terms and conditions login