In this paper, a class of general nonlinear programming problems with inequality and equality constraints is discussed.Firstly, the original problem is transformed into an associated simpler equivalent problem with only inequality constraints. Then, inspired by the ideals of sequential quadratic programming (SQP) method and the method of system of linear equations (SLE), a new type of SQP algorithm for solving the original problem is proposed. At each iteration, the search direction is generated by the combination of two directions, which are obtained by solving an always feasible quadratic programming (QP) subproblem and a SLE, respectively. Moreover, in order to overcome the Maratos effect, the higher-order correction direction is obtained by solving another SLE. The two SLEs have the same coefficient matrices, and we only need to solve the one of them after a finite number of iterations. By a new line search technique, the proposed algorithm possesses global and superlinear convergence under some suitable assumptions without the strict complementarity. Finally, some comparative numerical results are reported to show that the proposed algorithm is effective and promising.Keywords: general nonlinear programming, sequential quadratic programming, method of quasi-strongly sub-feasible directions, global convergence, superlinear convergence 2000 MSC: 49M37, 90C26, 90C30, 90C55
In this paper, the nonlinear optimization problems with inequality constraints are discussed. Combining the ideas of the strongly sub-feasible directions method and the ε-generalized projection technique, a new algorithm starting with an arbitrary initial iteration point for the discussed problems is presented. At each iteration, the search direction is generated by a new ε-generalized projection explicit formula, and the step length is yielded by a new Armijo line search. Under some necessary assumptions, not only the algorithm possesses global and strong convergence, but also the iterative points always get into the feasible set after finite iterations. Finally, some preliminary numerical results are reported.
In this paper, a class of optimization problems with nonlinear inequality constraints is discussed. Based on the ideas of sequential quadratic programming algorithm and the method of strongly sub-feasible directions, a new superlinearly convergent algorithm is proposed. The initial iteration point can be chosen arbitrarily for the algorithm. At each iteration, the new algorithm solves one quadratic programming subproblem which is always feasible, and one or two systems of linear equations with a common coefficient matrix.Moreover, the coefficient matrix is uniformly nonsingular. After finite iterations, the iteration points can always enter into the feasible set of the problem, and the search direction is obtained by solving one quadratic pro- algorithm possesses global and superlinear convergence under some suitable assumptions without the strict complementarity. Finally, some preliminary numerical experiments are reported to show that the algorithm is promising.
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