A Modified Limited SQP Method For Constrained OptimizationReport as inadecuate

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In this paper, a modified variation of the Limited SQP method is presented for constrained optimization. This method possesses not only the information of gradient but also the information of function value. Moreover, the proposed method requires no more function or derivative evaluations and hardly more storage or arithmetic operations. Under suitable conditions, the global convergence is established.


Constrained Optimization, Limited Method, SQP Method, Global Convergence

Cite this paper

G. Yuan, S. Lu and Z. Wei -A Modified Limited SQP Method For Constrained Optimization,- Applied Mathematics, Vol. 1 No. 1, 2010, pp. 8-17. doi: 10.4236-am.2010.11002.

Author: Gonglin Yuan, Sha Lu, Zhengxin Wei

Source: http://www.scirp.org/


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