COMPOSITE-STEP LIKE FILTER METHODS FOR EQUALITY CONSTRAINT PROBLEMS

• 来源期刊: 计算数学（英文版）
• 关键词: Composite-step like approaches Filter methods Equality constraints Sequential quadratic programming(SQP) algorithms Normal component Tangential component Convergence.
• 年，卷（期）: 2003,（5）
• 页码范围: 613-624
• 页数: 12页
• 语种: 英文

摘要

In a composite-step approach, a step sk is computed as the sum of two componentsvk and hk. The normal component vk, which is called the vertical step, aims to improvethe linearized feasibility, while the tangential component hk, which is also called horizontalstep, concentrates on reducing a model of the merit functions. As a filter method, it reducesboth the infeasibility and the objective function. This is the same property of these twomethods. In this paper, one concerns the composite-step like filter approach. That is, astep is tangential component hk if the infeasibility is reduced. Or else, sk is a compositestep composed of normal component vk and tangential component hk.