A global error bound via the SQP method for constrained optimization problem

被引：0
|
作者：
Zhao, Wen-Ling [1 ]
Song, Dao-Jin
机构：
[1] Dalian Univ Technol, Dept Appl Math, Dalian 116024, Liaoning, Peoples R China
[2] Shandong Univ, Sch Math & Informat Sci, Shandong 255049, Peoples R China
来源：
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION | 2007年 / 3卷 / 04期
关键词：
SQP problem; value function; global error bound; convergence;
D O I：
暂无
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
For the constrained optimization problem, under the condition that the objective function is strongly convex, we obtain a global error bound for the distance between any feasible solution and the optimal solution by using the merit function in the sequential quadratic programming (SQP) method.
引用
收藏
页码：775 / 781
页数：7
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