A NEW INEXACT SEQUENTIAL QUADRATIC PROGRAMMING ALGORITHM

被引：0
|
作者：
倪勤
机构：
来源：
Numerical Mathematics A Journal of Chinese Universities(English Series) | 2002年 / 01期
基金：
中国国家自然科学基金;
关键词：
SQP method; projection and contraction method; NLP problem;
D O I：
暂无
中图分类号：
O221.2 [非线性规划];
学科分类号：
摘要：
This paper represents an inexact sequential quadratic programming (SQP) algorithm which can solve nonlinear programming (NLP) problems. An inexact solution of the quadratic programming subproblem is determined by a projection and contraction method such that only matrix-vector product is required. Some truncated criteria are chosen such that the algorithm is suitable to large scale NLP problem. The global convergence of the algorithm is proved.
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页码：1 / 12
页数：12
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