A new technique for inconsistent QP problems in the SQP method

نویسنده

  • Peter Spellucci
چکیده

Successful treatment of inconsistent QP problems is of major importance in the SQP method, since such occur quite often even for well behaved nonlinear programming problems. This paper presents the numerical results obtained by a new technique for regularizing inconsistent QP problems, which compromises in its properties between the simple technique of Pantoja and Mayne and the highly successful, but expensive one of Tone. For the theory, see the accompanying paper. the code is available as "'donlp2"' either from netlib/opt or from plato.la.asu.edu/pub via anonymous ftp.. 1 NUMERICAL RESULTS For testing the code we used the series of examples already described in 15] augmented by some additional ones. These comprise a total of 361 examples. HS1-HS119 are from the well known collection 7]. TP201-TP395 are from the collection 14]. The remaining ones are as follows: HIM20 , HIM13 and HIM6MOD2 are examples 20 , 13 and 6 from 6], the latter with the right hand sides modiied in the forth decimal to make the problem compatibel, HIM6MOD1 the same with the corrections by Murtagh and Saunders. DEMBO7 is Dembo 7 3] , POWELL is Powells example from 13], comprising a singular system a two equations in two unknowns, CHAMB1 is Chamberlains example 1 and CHAMB2 Chamberlains example 2 making Powells rst implementation cycle 1], SP1SINUS is an example of the author, involving mimization of f(x) = 10x 1 + x 2

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عنوان ژورنال:
  • Math. Meth. of OR

دوره 47  شماره 

صفحات  -

تاریخ انتشار 1998