An SQP Algorithm with Nonmonotone Line Search for General Nonlinear Constrained Optimization Problem
Year: 1997
Journal of Computational Mathematics, Vol. 15 (1997), Iss. 2 : pp. 179–192
Abstract
In this paper, an SQP type algorithm with a new nonmonotone line search technique for general constrained optimization problems is presented. The new algorithm does not have to solve the second order correction subproblems for each iterations, but still can circumvent the so-called Maratos effect. The algorithm's global convergence and superlinear convergent rate have been proved. In addition, we can prove that, after a few iterations, correction subproblems need not be solved, so computation amount of the algorithm will be decreased much more. Numerical experiments show that the new algorithm is effective.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/1997-JCM-9198
Journal of Computational Mathematics, Vol. 15 (1997), Iss. 2 : pp. 179–192
Published online: 1997-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 14