An SQP method for general nonlinear programs using only equality constrained subproblems
نویسنده
چکیده
In this paper we describe a new version of a sequential equality constrained quadratic programming method for general nonlinear programs with mixed equality and inequality constraints. Compared with an older version 34] it is much simpler to implement and allows any kind of changes of the working set in every step. Our method relies on a strong regularity condition. As far as it is applicable the new approach is superior to conventional SQP-methods, as demonstrated by extensive numerical tests.
منابع مشابه
A Sqp Method for General Nonlinear Programs Using Only Equality Constrained Subproblems
In this paper we describe a new version of a sequential equality constrained quadratic programming method for general nonlinear programs with mixed equality and inequality constraints. Compared with an older version 34] it is much simpler to implement and allows any kind of changes of the working set in every step. Our method relies on a strong regularity condition. As far as it is applicable t...
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ورودعنوان ژورنال:
- Math. Program.
دوره 82 شماره
صفحات -
تاریخ انتشار 1998