A modified SQP method with nonmonotone technique and its global convergence

Authors:
Ke Su;Zhensheng Yu
Affiliations:
College of Mathematics and Computer, Hebei University, Baoding, 071002, PR China and Department of Mathematics, Tongji University, Shanghai, 200092, PR China;College of Science, University of Shanghai for Science and Technology, Shanghai, 200093, PR China
Venue:
Computers & Mathematics with Applications
Year:
2009

Citing 17
Cited 1

A nonmonotone line search technique for Newton's method

SIAM Journal on Numerical Analysis
A robust sequential quadratic programming method

Mathematical Programming: Series A and B
A truncated Newton method with nonmonotone line search for unconstrained optimization

Journal of Optimization Theory and Applications
Avoiding the Maratos effect by means of a nonmonotone line search I. general constrained problems

SIAM Journal on Numerical Analysis
Avoiding the Maratos effect by means of a nonmonotone line search II. Inequality constrained problems—feasible iterates

SIAM Journal on Numerical Analysis
Nonmonotonic trust region algorithm

Journal of Optimization Theory and Applications
An assessment of nonmonotone linesearch techniques for unconstrained optimization

SIAM Journal on Scientific Computing
Non-monotone trust-region algorithms for nonlinear optimization subject to convex constraints

Mathematical Programming: Series A and B
A Robust Algorithm for Optimization with General Equality and Inequality Constraints

SIAM Journal on Scientific Computing
On the Global Convergence of a Filter--SQP Algorithm

SIAM Journal on Optimization
Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming

SIAM Journal on Optimization
A Modified SQP Method and Its Global Convergence

Journal of Global Optimization
A Modified SQP Method with Nonmonotone Linesearch Technique

Journal of Global Optimization
Global convergence of nonmonotone descent methods for unconstrained optimization problems

Journal of Computational and Applied Mathematics - Special issue: Papers presented at the 1st Sino--Japan optimization meeting, 26-28 October 2000, Hong Kong, China
A Pattern Search Filter Method for Nonlinear Programming without Derivatives

SIAM Journal on Optimization
Global convergence on an active set SQP for inequality constrained optimization

Journal of Computational and Applied Mathematics
A new nonmonotone line search technique for unconstrained optimization

Journal of Computational and Applied Mathematics

A non-monotone line search multidimensional filter-SQP method for general nonlinear programming

Numerical Algorithms

Quantified Score

Hi-index	0.09

Visualization

Abstract

In this paper, we propose a modified SQP method, which uses neither a penalty function nor a filter, for the nonlinear programming problems. The proposed mechanism for accepting the trial step is carried out by a nonmonotone technique. Under some conditions, we establish the global convergence of the algorithm. Some numerical results are presented to show the effectiveness of the proposed algorithm.