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
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ZHANG Juliang ZHANG Xiangsun Institute of Applied Mathematics Academy of Mathematics and Systems Science Chinese Academy of Sciences Beijing China
[100080
]
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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Robust Recursive Quadratic Programming Algorithm Model with Global and Superlinear Convergence Properties[J] F. Facchinei Journal of Optimization Theory and Applications 1997, 3