A Modified Limited SQP Method For Constrained Optimization

• 作者: Gonglin Yuan Sha Lu Zhengxin Wei
• 来源期刊: 应用数学(英文)
• 学科: 数学
• 关键词: CONSTRAINED Optimization LIMITED METHOD SQP METHOD Global CONVERGENCE
• 年，卷（期）: 2010,（1）
• 页码范围: 8-17
• 页数: 10页
• 分类号: O1

摘要

In this paper, a modified variation of the Limited SQP method is presented for constrained optimization. This method possesses not only the information of gradient but also the information of function value. Moreover, the proposed method requires no more function or derivative evaluations and hardly more storage or arithmetic operations. Under suitable conditions, the global convergence is established.