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

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

doi:10.1080/02331930701761193

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

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

Research output: Journal article publication › Journal article › Academic research › peer-review

10 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 language	English
Pages (from-to)	23-38
Number of pages	16
Journal	Optimization
Volume	58
Issue number	1
DOIs	https://doi.org/10.1080/02331930701761193
Publication status	Published - 1 Jan 2009

Keywords

Nonlinear programming
Regularity condition
SQP method

ASJC Scopus subject areas

Applied Mathematics
Control and Optimization
Management Science and Operations Research

More information

10.1080/02331930701761193

Cite this

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

Abstract

Keywords

ASJC Scopus subject areas

More information

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