AN SQP METHOD BASED ON SMOOTHING PENALTY FUNCTION FOR NONLINEAR OPTIMIZATION WITH INEQUALITY CONSTRAINT

被引:4
|
作者
ZHANG Juliang ZHANG Xiangsun (Institute of Applied Mathematics
机构
基金
中国国家自然科学基金;
关键词
SQP method; global convergence; inequality constrained optimization; smoothing penalty function;
D O I
暂无
中图分类号
O224 [最优化的数学理论];
学科分类号
070105 ; 1201 ;
摘要
In this paper, we use the smoothing penalty function proposed in [1] as the merit function of SQP method for nonlinear optimization with inequality constraints. The global convergence of the method is obtained.
引用
收藏
页码:212 / 217
页数:6
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