A robust SQP method based on a smoothing lower order penalty function

K. W. Meng, S. J. Li, Xiaoqi Yang

Research output: Journal article publicationJournal articleAcademic researchpeer-review

8 Citations (Scopus)

Abstract

Based on a smoothing approximation of a lower order penalty function and following Facchinei's method of dealing with the inconsistency of subproblems in SQP methods, we present a new robust SQP algorithm for solving a nonlinear constrained optimization problem. The proposed algorithm incorporates automatic adjustment rules for the choice of parameters. Under a new regularity condition at infeasible points, the algorithm is proved to be globally convergent.
Original languageEnglish
Pages (from-to)23-38
Number of pages16
JournalOptimization
Volume58
Issue number1
DOIs
Publication statusPublished - 1 Jan 2009

Keywords

  • Nonlinear programming
  • Regularity condition
  • SQP method

ASJC Scopus subject areas

  • Applied Mathematics
  • Control and Optimization
  • Management Science and Operations Research

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