A sequential quadratically constrained quadratic programming method with an augmented Lagrangian line search function
نویسندگان
چکیده
منابع مشابه
On the Sequential Quadratically Constrained Quadratic Programming Methods
An iteration of the sequential quadratically constrained quadratic programming method (SQCQP) consists of minimizing a quadratic approximation of the objective function subject to quadratic approximation of the constraints, followed by a linesearch in the obtained direction. Methods of this class are receiving attention due to the development of efficient interior point techniques for solving s...
متن کاملA Superlinearly Convergent Sequential Quadratically Constrained Quadratic Programming Algorithm for Degenerate Nonlinear Programming
We present an algorithm that achieves superlinear convergence for nonlinear programs satisfying the Mangasarian-Fromovitz constraint qualiication and the quadratic growth condition. This convergence result is obtained despite the potential lack of a locally convex augmented Lagrangian. The algorithm solves a succession of subproblems that have quadratic objective and quadratic constraints, both...
متن کاملP , Sequential Quadratic Constrained Quadratic Programming
We follow the popular approach for unconstrained minimization, i.e. we develop a local quadratic model at a current approximate minimizer in conjunction with a trust region. We then minimize this local model in order to nd the next approximate minimizer. Asymptot-ically, nding the local minimizer of the quadratic model is equivalent to applying Newton's method to the stationarity condition. For...
متن کاملOn convex relaxations for quadratically constrained quadratic programming
We consider convex relaxations for the problem of minimizing a (possibly nonconvex) quadratic objective subject to linear and (possibly nonconvex) quadratic constraints. Let F denote the feasible region for the linear constraints. We first show that replacing the quadratic objective and constraint functions with their convex lower envelopes on F is dominated by an alternative methodology based ...
متن کاملA TRUST-REGION SEQUENTIAL QUADRATIC PROGRAMMING WITH NEW SIMPLE FILTER AS AN EFFICIENT AND ROBUST FIRST-ORDER RELIABILITY METHOD
The real-world applications addressing the nonlinear functions of multiple variables could be implicitly assessed through structural reliability analysis. This study establishes an efficient algorithm for resolving highly nonlinear structural reliability problems. To this end, first a numerical nonlinear optimization algorithm with a new simple filter is defined to locate and estimate the most ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2008
ISSN: 0377-0427
DOI: 10.1016/j.cam.2007.09.024