A new inexact SQP algorithm for nonlinear systems of mixed equalities and inequalities
type: Item
instance of: scholarly article
title: A new inexact SQP algorithm for nonlinear systems of mixed equalities and inequalities
zbMATH Open document ID: 1410.90199
author: Chao Gu
author: Yonggang Pei
author: Detong Zhu
published in: Numerical Algorithms
publication date: 2018-08-10T00:00:00Z
review text: It is known that the traditional inexact SQP method can only solve a nonlinear equality constrained optimization problem. In this paper, the authors present the new inexact SQP method with an affine scaling technique for a special nonlinear optimization problem with equality and bound constraints, and get so a solution of nonlinear systems of mixed equalities and inequalities. The proposed method has the following properties: it extends the theory of an inexact SQP method for nonlinear optimization with equality and bound constraints, the dwindling filter is employed in the new algorithm, thus providing a new idea for solving nonlinear systems of mixed equalities and inequalities and the filter algorithm does not need a feasibility restoration phase which requires a lot of computations in traditional filter methods. The global convergence is considered, too.The preliminary numerical results show the efficiency of the presented algorithm.
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C55
zbMATH DE Number: 6916371
zbMATH Keywords: inexact SQP algorithm
zbMATH Keywords: affine scaling technique
zbMATH Keywords: complementarity
zbMATH Keywords: variational inequalities
zbMATH Keywords: dwindling filter method
zbMATH Keywords: convergence
reviewed by: Nada Djuranović-Miličić
describes a project that uses: TRESNEI
MaRDI profile type: Publication
full work available at URL: s11075-017-0421-y
OpenAlex ID: W2759144148
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DOI: 10.1007/S11075-017-0421-Y
description: scientific article; zbMATH DE number 6916371