Year: 2003
Author: Pu-Yan Nie
Journal of Computational Mathematics, Vol. 21 (2003), Iss. 5 : pp. 613–624
Abstract
In a composite-step approach, a step $s_k$ is computed as the sum of two components $v_k$ and $h_k$. The normal component $v_k$, which is called the vertical step, aims to improve the linearized feasibility, while the tangential compoent $h_k$, which is also called horizontal step, concentrates on reducing a model of the merit functions. As a filter method, it reduces both the infeasibility and the objective function. This is the same property of these two methods. In this paper, one concerns the composite-step like filter approach. That is, a step is tangential component $h_k$ if the infeasibility is reduced. Or else, $s_k$ is a composite step composed of normal component $v_k$ and tangential component $h_k$.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2003-JCM-10240
Journal of Computational Mathematics, Vol. 21 (2003), Iss. 5 : pp. 613–624
Published online: 2003-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 12
Keywords: Composite-step like approaches Filter methods Equality constraints Sequential quadratic programming(SQP) algorithms Tangential component Convergence.