A Multidimensional Filter SQP Algorithm for Nonlinear Programming

A Multidimensional Filter SQP Algorithm for Nonlinear Programming

Year:    2020

Author:    Wenjuan Xue, Weiai Liu

Journal of Computational Mathematics, Vol. 38 (2020), Iss. 5 : pp. 683–704

Abstract

We propose a multidimensional filter SQP algorithm. The multidimensional filter technique proposed by Gould et al. [SIAM J. Optim., 2005] is extended to solve constrained optimization problems. In our proposed algorithm, the constraints are partitioned into several parts, and the entry of our filter consists of these different parts. Not only the criteria for accepting a trial step would be relaxed, but the individual behavior of each part of constraints is considered. One feature is that the undesirable link between the objective function and the constraint violation in the filter acceptance criteria disappears. The other is that feasibility restoration phases are unnecessary because a consistent quadratic programming subproblem is used. We prove that our algorithm is globally convergent to KKT points under the constant positive generators (CPG) condition which is weaker than the well-known Mangasarian-Fromovitz constraint qualification (MFCQ) and the constant positive linear dependence (CPLD). Numerical results are presented to show the efficiency of the algorithm.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/jcm.1903-m2018-0072

Journal of Computational Mathematics, Vol. 38 (2020), Iss. 5 : pp. 683–704

Published online:    2020-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    22

Keywords:    Trust region Multidimensional filter Constant positive generators Global convergence Nonlinear programming.

Author Details

Wenjuan Xue

Weiai Liu