摘要
We propose a two-phase-SQP(Sequential Quadratic Programming)algorithm for equality-constrained optimization problem.In this paper,an iteration process is developed,and at each iteration,two quadratic sub-problems are solved.It is proved that,under some suitable assumptions and without computing further higher-order derivatives,this iteration process achieves higher-order local convergence property in comparison to Newton-SQP scheme.Theoretical advantage and a note on l1 merit function associated to the method are provided.
