The superlinear convergence of a new quasi-Newton-SQP method for constrained optimization

被引：1

作者：

Wei, Zengxin ^{[2
]}

Liu, Liying ^{[1
]}

Yao, Shengwei ^{[2
]}

机构：

[1] Liaocheng Univ, Dept Math Sci, Liaocheng 252059, Peoples R China

[2] Guangxi Univ, Coll Math & Informat Sci, Nanning 530004, Peoples R China

来源：

APPLIED MATHEMATICS AND COMPUTATION | 2008年 / 196卷 / 02期

关键词：

quasi-Newton-SQP method; SQP method; constrained optimization; superlinear convergence;

D O I：

10.1016/j.amc.2007.07.011

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, a new variation of the quasi-Newton-SQP methods for constrained optimization is proposed. Under some suitable assumptions, the superlinear convergence of the new method has been established. (C) 2007 Elsevier Inc. All rights reserved.

引用

页码：791 / 801

页数：11

共 11 条

[1] ON THE LOCAL CONVERGENCE OF QUASI-NEWTON METHODS FOR CONSTRAINED OPTIMIZATION [J].

BOGGS, PT ;

TOLLE, JW ;

WANG, P .

SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1982, 20 (02) :161-171

[2]

Clarke FH, 1983, OPTIMIZATION NONSMOO

[3] NON-LINEAR PROGRAMMING VIA AN EXACT PENALTY-FUNCTION - ASYMPTOTIC ANALYSIS [J].

COLEMAN, TF ;

CONN, AR .

MATHEMATICAL PROGRAMMING, 1982, 24 (02) :123-136

[4] A SUCCESSIVE QUADRATIC-PROGRAMMING ALGORITHM WITH GLOBAL AND SUPERLINEAR CONVERGENCE PROPERTIES [J].

FUKUSHIMA, M .

MATHEMATICAL PROGRAMMING, 1986, 35 (03) :253-264

[5] LOCAL CONVERGENCE ANALYSIS FOR PARTITIONED QUASI-NEWTON UPDATES [J].

GRIEWANK, A ;

TOINT, PL .

NUMERISCHE MATHEMATIK, 1982, 39 (03) :429-448

[6]

Powell M.J. D., 1978, Nonlinear Programming, V3, P27, DOI 10.1016/B978-0-12-468660-1.50007-4

[7]

SUN W, 1995, J COMPUT MATH, V13, P250

[8] Newton's method and quasi-Newton-SQP method for general LC1 constrained optimization [J].

Sun, WY .

APPLIED MATHEMATICS AND COMPUTATION, 1998, 92 (01) :69-84

[9]

THOMAS FC, 1984, SOC IND APPL MATH, P11

[10] The superlinear convergence of a modified BFGS-type method for unconstrained optimization [J].

Wei, ZX ;

Yu, GH ;

Yuan, GL ;

Lian, ZG .

COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2004, 29 (03) :315-332

← 1 2 →