期刊文献+
任意字段
题名或关键词
题名
关键词
文摘
作者
第一作者
机构
刊名
分类号
参考文献
作者简介
基金资助
栏目信息

Global Convergence of a Modified Tri-Dimensional Filter Method

Global Convergence of a Modified Tri-Dimensional Filter Method
下载PDF
导出
摘要 In this paper, a tri-dimensional filter method for nonlinear programming was proposed. We add a parameter into the traditional filter for relaxing the criterion of iterates. The global convergent properties of the proposed algorithm are proved under some appropriate conditions. In this paper, a tri-dimensional filter method for nonlinear programming was proposed. We add a parameter into the traditional filter for relaxing the criterion of iterates. The global convergent properties of the proposed algorithm are proved under some appropriate conditions.
作者 Bei Gao Ke Su Zixing Rong
机构地区 Department of Mathematics and Information Science
出处 《Applied Mathematics》 2015年第2期235-241,共7页 应用数学（英文）
关键词 Tri-Dimensional NCP FUNCTION Global CONVERGENCE QP-Free Tri-Dimensional NCP Function Global Convergence QP-Free
分类号 O1 [理学—基础数学]
  • 相关文献

参考文献1

二级参考文献14

  • 1濮定国,李康弟,薛文娟.解约束优化问题的QP-free非可行域方法[J].同济大学学报（自然科学版）,2005,33(4):525-529. 被引量：8
  • 2Boggs P.T.and Tolle J.W.Sequential quadratic programming[J].Acta Numerica,1995,45:1-51.
  • 3Burke J.V.and Han S.P.A robust sequential quadratic programming method[J].Mathematical Programming,1989,43:227-303.
  • 4De J.F.A.,Pantoja O.and Mayne D.Q.Exact penalty function algorithm with simple updating of the penalty parameter[J].Jouranl of Optimization Theory and Application,1991,69:441-467.
  • 5Panier E.R.,Tits A.L.and Herskovits J.N.A QP-free,globally,locally superlinear convergent method for the inequality constrained optimization problems[J].SIAM Journal on Control and Optimization,1988,36:788-811.
  • 6Qi H.and Qi L.A New QP-free,globally V,locally superlinear convergent feasible method for the solution of inequality constrained optimization problems[J].SIAM Journal on Optimization,2000,11:113-132.
  • 7Pu D.,Zhou Y.and Zhang H.A QP free feasible method[J].Journal of Computational Mathematics,2004,22:651-660.
  • 8Facchinei F.,Fischer A.and Kanzow C.On the accurate identification of active constraints[J].SIAM Journal on Optimization,1998,9:14-32.
  • 9Facchinei F.and Lucidi S.Quadratically and superlinearly convergent algorithms for the solution of of inquality constrained minimization problems[J].Jouranl of Optimization Theory and Application,1995,85:265-289.
  • 10Spellucci P.An SQP method for general nonlinear programs using only equality constrained subproblems[J].Mathematical Programming,1998,82:413-448.

共引文献4

Applied Mathematics
2015年 第2期

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部