Abstract.
In this paper, the feasible type SQP method is improved. A new algorithm is proposed to solve nonlinear inequality constrained problem, in which a new modified method is presented to decrease the computational complexity. It is required to solve only one QP subproblem with only a subset of the constraints estimated as active per single iteration. Moreover, a direction is generated to avoid the Maratos effect by solving a system of linear equations. The theoretical analysis shows that the algorithm has global and superlinear convergence under some suitable conditions. In the end, numerical experiments are given to show that the method in this paper is effective.
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This work is supported by the National Natural Science Foundation (No. 10261001) and Guangxi Science Foundation (No. 0236001 and 0249003) of China.
Acknowledgement. We would like to thank one anonymous referee for his valuable comments and suggestions, which greatly improved the quality of this paper.
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Zhu, Z., Zhang, K. & Jian, J. An improved SQP algorithm for inequality constrained optimization. Math Meth Oper Res 58, 271–282 (2003). https://doi.org/10.1007/s001860300299
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DOI: https://doi.org/10.1007/s001860300299