Abstract
This paper proposes an inexact SQP method in association with line search filter technique for solving nonlinear equality constrained optimization. For large-scale applications, it is expensive to get an exact search direction, and hence the authors use an inexact method that finds an approximate solution satisfying some appropriate conditions. The global convergence of the proposed algorithm is established by using line search filter technique. The second-order correction step is used to overcome the Maratos effect, while the line search filter inexact SQP method has q-superlinear local convergence rate. Finally, the results of numerical experiments indicate that the proposed method is efficient for the given test problems.
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This research is supported by the National Science Foundation Grant under Grant No. 10871130 and the Shanghai Leading Academic Discipline Project under Grant No. T0401.
This paper was recommended for publication by Editor Shouyang WANG.
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Cai, L., Zhu, D. A line search filter inexact SQP method for nonlinear equality constrained optimization. J Syst Sci Complex 25, 950–963 (2012). https://doi.org/10.1007/s11424-012-0018-4
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DOI: https://doi.org/10.1007/s11424-012-0018-4