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A NEW INEXACT SEQUENTIAL QUADRATIC PROGRAMMING ALGORITHM

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摘要 Thispaperrepresentsaninexactsequentialquadraticprogramming(SQP)algorithmwhichcansolvenonlinearprogramming(NLP)problems.Aninexactsolutionofthequadraticprogrammingsubproblemisdeterminedbyaprojectionandcontractionmethodsuchthatonlymatrix-vectorproductisrequired.SometruncatedcriteriaarechosensuchthatthealgorithmissuitabletolargescaleNLPproblem.Theglobalconvergenceofthealgorithmisproved.

DOI 9rj8o8qkd0/50382

作者 Ni;Qin(倪勤)

机构地区不详

出处《高等学校计算数学学报：英文版》 2002年1期

关键词 SQP method PROJECTION and CONTRACTION method

分类 [理学][基础数学]

出版日期 2002年01月11日（中国期刊网平台首次上网日期，不代表论文的发表时间）

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来源期刊

高等学校计算数学学报：英文版

高等学校计算数学学报：英文版

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相关关键词

SQP method PROJECTION and CONTRACTION method

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