An SQP Method for General Constrained Optimization and Its Convergence
Zhibin Zhu
Abstract
Zhibin Zhu
Abstract
In this paper,an SQP(sequential quadratic programming) method is presented to solve general equality and inequality constraints.Under some suitable assumptions,we prove that the algorithm has global convergence property and super-linear convergence rate.Numerical simulation results show that the method described in this paper is effective.
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In this paper,an SQP(sequential quadratic programming) method is presented to solve general equality and inequality constraints.Under some suitable assumptions,we prove that the algorithm has global convergence property and super-linear convergence rate.Numerical simulation results show that the method described in this paper is effective.
Key concepts: Sequential quadratic programming, Mathematical optimization, Convergence (economics), Rate of convergence, Mathematics, Quadratic programming, Property (philosophy), Quadratic equation