Global convergence of a robust filter SQP algorithm

We present a robust filter SQP algorithm for solving constrained optimization problems. This algorithm is based on the modified quadratic programming proposed by Burke to avoid the infeasibility of the quadratic programming subproblem at each iteration. Compared with other filter SQP algorithms, our...

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Veröffentlicht in:	European journal of operational research 2010-10, Vol.206 (1), p.34-45
Hauptverfasser:	Shen, Chungen, Xue, Wenjuan, Chen, Xiongda
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Applied sciences Comparative analysis Constrained optimization Convergence CPLD Exact sciences and technology Filter Filter SQP Constrained optimization CPLD Mathematical programming Operational research and scientific management Operational research. Management science Optimization algorithms Quadratic programming SQP Studies
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