AN SQP METHOD BASED ON SMOOTHING PENALTY FUNCTION FOR NONLINEAR OPTIMIZATION WITH INEQUALITY CONSTRAINT

被引:14
作者
ZHANG Juliang ZHANG Xiangsun Institute of Applied Mathematics Academy of Mathematics and Systems Science Chinese Academy of Sciences Beijing China [100080 ]
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中图分类号
O224 [最优化的数学理论];
学科分类号
070105 [运筹学与控制论];
摘要
In this paper, we use the smoothing penalty function proposed in [1] as the merit function of SQP method for nonlinear optimization with inequality constraints. The global convergence of the method is obtained.
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页码:212 / 217
页数:6
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