A SQP Method for Inequality Constrained Optimization

2002 ◽  
Vol 18 (1) ◽  
pp. 77-84 ◽  
Author(s):  
Ju-liang Zhang ◽  
Xiang-sun Zhang
Keyword(s):  
Constrained Optimization ◽  
Sqp Method ◽  
Inequality Constrained Optimization

scholarly journals A Globally Convergent Line Search Filter SQP Method for Inequality Constrained Optimization

2013 ◽  
Vol 2013 ◽  
pp. 1-10 ◽  
Author(s):  
Zhong Jin
Keyword(s):  
Constrained Optimization ◽  
Line Search ◽  
Convergence Property ◽  
Step Size ◽  
Sqp Method ◽  
Search Filter ◽  
Inequality Constrained Optimization ◽  
Backtracking Line Search ◽  
Global Convergence Property ◽  
Determine Step

A line search filter SQP method for inequality constrained optimization is presented. This method makes use of a backtracking line search procedure to generate step size and the efficiency of the filter technique to determine step acceptance. At each iteration, the subproblem is always consistent, and it only needs to solve one QP subproblem. Under some mild conditions, the global convergence property can be guaranteed. In the end, numerical experiments show that the method in this paper is effective.

scholarly journals A Globally Convergent Parallel SSLE Algorithm for Inequality Constrained Optimization

2014 ◽  
Vol 2014 ◽  
pp. 1-6
Author(s):  
Zhijun Luo ◽  
Lirong Wang
Keyword(s):  
Constrained Optimization ◽  
Optimization Problems ◽  
Linear Equations ◽  
Coefficient Matrix ◽  
Descent Direction ◽  
Constrained Optimization Problems ◽  
Inequality Constrained Optimization ◽  
Globally Convergent ◽  
Variable Distribution ◽  
Systems Of Linear Equations

A new parallel variable distribution algorithm based on interior point SSLE algorithm is proposed for solving inequality constrained optimization problems under the condition that the constraints are block-separable by the technology of sequential system of linear equation. Each iteration of this algorithm only needs to solve three systems of linear equations with the same coefficient matrix to obtain the descent direction. Furthermore, under certain conditions, the global convergence is achieved.

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