A simple feasible SQP algorithm for inequality constrained optimization

DOI10.1016/J.AMC.2006.04.073MaRDI QIDQ858743zbMATH OpenOpenAlexFDO

Authors Zhibin Zhu

Publication date 11 January 2007

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2006.04.073

zbMATH Keywords

global convergencenonlinear constrained minimizationsequential quadratic programming methodssuperlinear convergence

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

Review text

The author considers a constrained nonlinear minimization problem of the form \[ \text{minimize }f(x)\text{ subject to }g_j(x)\leq 0,\quad j= 1,\dots, m,\tag{\(*\)} \] where \(f: \mathbb{R}^n\to \mathbb{R}^1\), \(g_j: \mathbb{R}^n\to \mathbb{R}^1\) for \(j= 1,\dots, m\) are smooth functions. A new modification of the sequential quadratic programming (SQP) algorithm for solving this problem is proposed. The search direction is a suitable combination of a descent direction, a feasible direction, and a second-order direction. The proposed algorithm either stops at the Karush-Kuhn-Tucker point of problem \((*)\), or generates an infinite sequence \(\{x^k\}\), any accumulation point of which is a Karush-Kuhn-Tucker point of problem \((*)\). Global as well as superlinear convergence under suitable additional conditions is proved.

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Cited in

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• A superlinearly and quadratically convergent SQP algorithm for inequality constrained optimization.
• An SQP algorithm for degenerate problems
• A superlinear convergence feasible sequential quadratic programming algorithm for bipedal dynamic walking robot via discrete mechanics and optimal control
• A feasible trust region SQP method with nonmonotone line search for inequality constrained optimization
• A modified strongly sub-feasible SQP algorithm for constrained optimization and numerical experiments
• Joint optimization of condition-based maintenance and production lot-sizing
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• A feasible SQP descent method for inequality constrained optimization problems and its convergence
• On the comparative optimal analysis and synthesis of four-bar function generating mechanism using different heuristic methods
• scientific article; zbMATH DE number 1932419 (Why is no real title available?)
• A feasible equality constrained SQP algorithm for nonlinear optimization
• scientific article; zbMATH DE number 5263084 (Why is no real title available?)
• A feasible SQP algorithm with superlinear convergence for inequality constrained optimization
• A feasible descent SQP algorithm for general constrained optimization without strict complemen\-tar\-ity
• An efficient feasible SQP algorithm for inequality constrained optimization
• A type of efficient feasible SQP algorithms for inequality constrained optimization
• A simple feasible SQP method for inequality constrained optimization with global and superlinear convergence

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