An efficient sequential quadratic programming algorithm for nonlinear programming

Authors:
Zhibin Zhu
Affiliations:
Department of Computational Science and Mathematics, Guilin Institute of Electronic Technology, No. 1, JinJi Road, Guilin 541004, PR China
Venue:
Journal of Computational and Applied Mathematics
Year:
2005

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Abstract

In this paper, a new feasible sequential quadratic programming (FSQP) algorithm is proposed to solve the nonlinear programming, where a feasible descent direction is obtained by solving only one QP subproblem. In order to avoid Maratos effect, a high-order revised direction is computed by solving a linear system with involving some ''active'' constraints. The theoretical analysis shows that global and superlinear convergence can be deduced.