A new double trust regions SQP method without a penalty function or a filter

Detalhes bibliográficos
Autor(a) principal: Zhu,Xiaojing
Data de Publicação: 2012
Outros Autores: Pu,Dingguo
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Computational & Applied Mathematics
Texto Completo: http://old.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022012000200011
Resumo: A new trust-region SQP method for equality constrained optimization is considered. This method avoids using a penalty function or a filter, and yet can be globally convergent to first-order critical points under some reasonable assumptions. Each SQP step is composed of a normal step and a tangential step for which different trust regions are applied in the spirit of Gould and Toint [Math. Program., 122 (2010), pp. 155-196]. Numerical results demonstrate that this new approach is potentially useful. Mathematical subject classification: 65K05, 90C30, 90C55.
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spelling A new double trust regions SQP method without a penalty function or a filterequality constrained optimizationtrust-regionSQPglobal convergenceA new trust-region SQP method for equality constrained optimization is considered. This method avoids using a penalty function or a filter, and yet can be globally convergent to first-order critical points under some reasonable assumptions. Each SQP step is composed of a normal step and a tangential step for which different trust regions are applied in the spirit of Gould and Toint [Math. Program., 122 (2010), pp. 155-196]. Numerical results demonstrate that this new approach is potentially useful. Mathematical subject classification: 65K05, 90C30, 90C55.Sociedade Brasileira de Matemática Aplicada e Computacional2012-01-01info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersiontext/htmlhttp://old.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022012000200011Computational & Applied Mathematics v.31 n.2 2012reponame:Computational & Applied Mathematicsinstname:Sociedade Brasileira de Matemática Aplicada e Computacional (SBMAC)instacron:SBMAC10.1590/S1807-03022012000200011info:eu-repo/semantics/openAccessZhu,XiaojingPu,Dingguoeng2012-12-05T00:00:00Zoai:scielo:S1807-03022012000200011Revistahttps://www.scielo.br/j/cam/ONGhttps://old.scielo.br/oai/scielo-oai.php||sbmac@sbmac.org.br1807-03022238-3603opendoar:2012-12-05T00:00Computational & Applied Mathematics - Sociedade Brasileira de Matemática Aplicada e Computacional (SBMAC)false
dc.title.none.fl_str_mv A new double trust regions SQP method without a penalty function or a filter
title A new double trust regions SQP method without a penalty function or a filter
spellingShingle A new double trust regions SQP method without a penalty function or a filter
Zhu,Xiaojing
equality constrained optimization
trust-region
SQP
global convergence
title_short A new double trust regions SQP method without a penalty function or a filter
title_full A new double trust regions SQP method without a penalty function or a filter
title_fullStr A new double trust regions SQP method without a penalty function or a filter
title_full_unstemmed A new double trust regions SQP method without a penalty function or a filter
title_sort A new double trust regions SQP method without a penalty function or a filter
author Zhu,Xiaojing
author_facet Zhu,Xiaojing
Pu,Dingguo
author_role author
author2 Pu,Dingguo
author2_role author
dc.contributor.author.fl_str_mv Zhu,Xiaojing
Pu,Dingguo
dc.subject.por.fl_str_mv equality constrained optimization
trust-region
SQP
global convergence
topic equality constrained optimization
trust-region
SQP
global convergence
description A new trust-region SQP method for equality constrained optimization is considered. This method avoids using a penalty function or a filter, and yet can be globally convergent to first-order critical points under some reasonable assumptions. Each SQP step is composed of a normal step and a tangential step for which different trust regions are applied in the spirit of Gould and Toint [Math. Program., 122 (2010), pp. 155-196]. Numerical results demonstrate that this new approach is potentially useful. Mathematical subject classification: 65K05, 90C30, 90C55.
publishDate 2012
dc.date.none.fl_str_mv 2012-01-01
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
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status_str publishedVersion
dc.identifier.uri.fl_str_mv http://old.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022012000200011
url http://old.scielo.br/scielo.php?script=sci_arttext&pid=S1807-03022012000200011
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 10.1590/S1807-03022012000200011
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv text/html
dc.publisher.none.fl_str_mv Sociedade Brasileira de Matemática Aplicada e Computacional
publisher.none.fl_str_mv Sociedade Brasileira de Matemática Aplicada e Computacional
dc.source.none.fl_str_mv Computational & Applied Mathematics v.31 n.2 2012
reponame:Computational & Applied Mathematics
instname:Sociedade Brasileira de Matemática Aplicada e Computacional (SBMAC)
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reponame_str Computational & Applied Mathematics
collection Computational & Applied Mathematics
repository.name.fl_str_mv Computational & Applied Mathematics - Sociedade Brasileira de Matemática Aplicada e Computacional (SBMAC)
repository.mail.fl_str_mv ||sbmac@sbmac.org.br
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