A successive quadratic programming method that uses new corrections for search directions

被引：0

作者：

Yang, BT ^{[1
]}

Zhang, KC ^{[1
]}

You, ZY ^{[1
]}

机构：

[1] XIAN JIAOTONG UNIV,DEPT MATH,XIAN 710049,PEOPLES R CHINA

来源：

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 1996年 / 71卷 / 01期

关键词：

nonlinear programming; successive quadratic programming; exact penalty function; superlinear convergence; Maratos effect;

D O I：

10.1016/0377-0427(95)00216-2

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, a successive quadratic programming method for solving general nonlinear programming problems is proposed and studied. In order to avoid the Maratos effect, we present new corrections for the search directions. Global convergence and local superlinear convergence results are proved, and some numerical results are reported.

引用

页码：15 / 31

页数：17

共 15 条

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