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

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

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, a...

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Main Author: Zhong Jin
Format: Article
Language:English
Published: Hindawi Limited 2013-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2013/524539
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spelling doaj-be35db668bb541b7b440a70746a428da2020-11-24T23:46:02ZengHindawi LimitedJournal of Applied Mathematics1110-757X1687-00422013-01-01201310.1155/2013/524539524539A Globally Convergent Line Search Filter SQP Method for Inequality Constrained OptimizationZhong Jin0Department of Mathematics, Shanghai Maritime University, Shanghai 201306, ChinaA 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.http://dx.doi.org/10.1155/2013/524539
collection DOAJ
language English
format Article
sources DOAJ
author Zhong Jin
spellingShingle Zhong Jin
A Globally Convergent Line Search Filter SQP Method for Inequality Constrained Optimization
Journal of Applied Mathematics
author_facet Zhong Jin
author_sort Zhong Jin
title A Globally Convergent Line Search Filter SQP Method for Inequality Constrained Optimization
title_short A Globally Convergent Line Search Filter SQP Method for Inequality Constrained Optimization
title_full A Globally Convergent Line Search Filter SQP Method for Inequality Constrained Optimization
title_fullStr A Globally Convergent Line Search Filter SQP Method for Inequality Constrained Optimization
title_full_unstemmed A Globally Convergent Line Search Filter SQP Method for Inequality Constrained Optimization
title_sort globally convergent line search filter sqp method for inequality constrained optimization
publisher Hindawi Limited
series Journal of Applied Mathematics
issn 1110-757X
1687-0042
publishDate 2013-01-01
description 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.
url http://dx.doi.org/10.1155/2013/524539
work_keys_str_mv AT zhongjin agloballyconvergentlinesearchfiltersqpmethodforinequalityconstrainedoptimization
AT zhongjin globallyconvergentlinesearchfiltersqpmethodforinequalityconstrainedoptimization
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