E-resources
Peer reviewed
-
Burke, James V; Curtis, Frank E; Wang, Hao
SIAM journal on optimization, 01/2014, Volume: 24, Issue: 2Journal Article
We present a sequential quadratic optimization (SQO) algorithm for nonlinear constrained optimization. The method attains all of the strong global and fast local convergence guarantees of classical SQO methods, but has the important additional feature that fast local convergence is guaranteed when the algorithm is employed to solve infeasible instances. A two-phase strategy, carefully constructed parameter updates, and a line search are employed to promote such convergence. The first phase subproblem determines the reduction that can be obtained in a local model of an infeasibility measure when the objective function is ignored. The second phase subproblem then seeks to minimize a local model of the objective while ensuring that the resulting search direction attains a reduction in the local model of the infeasibility measure that is proportional to that attained in the first phase. The subproblem formulations and parameter updates ensure that, near an optimal solution, the algorithm reduces to a classical SQO method for constrained optimization, and, near an infeasible stationary point, the algorithm reduces to a (perturbed) SQO method for minimizing constraint violation. Global and local convergence guarantees for the algorithm are proved under reasonable assumptions and numerical results are presented for a large set of test problems. PUBLICATION ABSTRACT
![loading ... loading ...](themes/default/img/ajax-loading.gif)
Shelf entry
Permalink
- URL:
Impact factor
Access to the JCR database is permitted only to users from Slovenia. Your current IP address is not on the list of IP addresses with access permission, and authentication with the relevant AAI accout is required.
Year | Impact factor | Edition | Category | Classification | ||||
---|---|---|---|---|---|---|---|---|
JCR | SNIP | JCR | SNIP | JCR | SNIP | JCR | SNIP |
Select the library membership card:
If the library membership card is not in the list,
add a new one.
DRS, in which the journal is indexed
Database name | Field | Year |
---|
Links to authors' personal bibliographies | Links to information on researchers in the SICRIS system |
---|
Source: Personal bibliographies
and: SICRIS
The material is available in full text. If you wish to order the material anyway, click the Continue button.