GLOBAL CONVERGENCE OF A TRUST REGION SEQUENTIAL QUADRATIC PROGRAMMING METHOD
نویسندگان
چکیده
منابع مشابه
A TRUST-REGION SEQUENTIAL QUADRATIC PROGRAMMING WITH NEW SIMPLE FILTER AS AN EFFICIENT AND ROBUST FIRST-ORDER RELIABILITY METHOD
The real-world applications addressing the nonlinear functions of multiple variables could be implicitly assessed through structural reliability analysis. This study establishes an efficient algorithm for resolving highly nonlinear structural reliability problems. To this end, first a numerical nonlinear optimization algorithm with a new simple filter is defined to locate and estimate the most ...
متن کاملA Feasible Trust-Region Sequential Quadratic Programming Algorithm
An algorithm for smooth nonlinear constrained optimization problems is described, in which a sequence of feasible iterates is generated by solving a trust-region sequential quadratic programming (SQP) subproblem at each iteration, and perturbing the resulting step to retain feasibility of each iterate. By retaining feasibility, the algorithm avoids several complications of other trust-region SQ...
متن کاملThe Sequential Quadratic Programming Method
Sequential (or Successive) Quadratic Programming (SQP) is a technique for the solution of Nonlinear Programming (NLP) problems. It is, as we shall see, an idealized concept, permitting and indeed necessitating many variations and modifications before becoming available as part of a reliable and efficient production computer code. In this monograph we trace the evolution of the SQP method throug...
متن کاملGlobal Convergence of Trust - Region SQP
Global convergence to rst-order critical points is proved for two trust-region SQP-lter algorithms of the type introduced by Fletcher and Leyyer (1997). The algorithms allow for an approximate solution of the quadratic subproblem and incorporate the safeguarding tests described in Fletcher, Leyyer and Toint (1998). The rst algorithm decomposes the step into its normal and tangential components ...
متن کاملGlobal Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
A trust-region SQP-filter algorithm of the type introduced by Fletcher and Leyffer [Math. Program., 91 (2002), pp. 239–269] that decomposes the step into its normal and tangential components allows for an approximate solution of the quadratic subproblem and incorporates the safeguarding tests described in Fletcher, Leyffer, and Toint [On the Global Convergence of an SLPFilter Algorithm, Technic...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of the Operations Research Society of Japan
سال: 2005
ISSN: 0453-4514,2188-8299
DOI: 10.15807/jorsj.48.41