Continuous Optimization

Two-Phase-SQP Method with Higher-Order Convergence Property

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Online published: 2016-09-30

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.

Cite this article

Suvra Kanti Chakraborty, Geetanjali Panda . Two-Phase-SQP Method with Higher-Order Convergence Property[J]. Journal of the Operations Research Society of China, 2016 , 4(3) : 385 . DOI: 10.1007/s40305-016-0122-6

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