Journal of the Operations Research Society of China
Special Issue: Continuous Optimization
• Continuous Optimization • Previous Articles
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Abstract:
We propose a two-phase-SQP (Sequential Quadratic Programming) algorithm for equality-constrained optimization problem. In this paper, an iteration process is developed, and at each iteration, two quadratic sub-problems are solved. It is proved that, under some suitable assumptions and without computing further higher-order derivatives, this iteration process achieves higher-order local convergence property in comparison to Newton-SQP scheme. Theoretical advantage and a note on l1 merit function associated to the method are provided.
Key words: Constrained optimization ·, Newton-SQP method ·Cubic-order convergence
Suvra Kanti Chakraborty, Geetanjali Panda. Two-Phase-SQP Method with Higher-Order Convergence Property[J]. Journal of the Operations Research Society of China, doi: 10.1007/s40305-016-0122-6.
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URL: https://www.jorsc.shu.edu.cn/EN/10.1007/s40305-016-0122-6
https://www.jorsc.shu.edu.cn/EN/Y2016/V4/I3/385