- Journal Home
- Volume 43 - 2025
- Volume 42 - 2024
- Volume 41 - 2023
- Volume 40 - 2022
- Volume 39 - 2021
- Volume 38 - 2020
- Volume 37 - 2019
- Volume 36 - 2018
- Volume 35 - 2017
- Volume 34 - 2016
- Volume 33 - 2015
- Volume 32 - 2014
- Volume 31 - 2013
- Volume 30 - 2012
- Volume 29 - 2011
- Volume 28 - 2010
- Volume 27 - 2009
- Volume 26 - 2008
- Volume 25 - 2007
- Volume 24 - 2006
- Volume 23 - 2005
- Volume 22 - 2004
- Volume 21 - 2003
- Volume 20 - 2002
- Volume 19 - 2001
- Volume 18 - 2000
- Volume 17 - 1999
- Volume 16 - 1998
- Volume 15 - 1997
- Volume 14 - 1996
- Volume 13 - 1995
- Volume 12 - 1994
- Volume 11 - 1993
- Volume 10 - 1992
- Volume 9 - 1991
- Volume 8 - 1990
- Volume 7 - 1989
- Volume 6 - 1988
- Volume 5 - 1987
- Volume 4 - 1986
- Volume 3 - 1985
- Volume 2 - 1984
- Volume 1 - 1983
Cited by
- BibTex
- RIS
- TXT
We propose a multidimensional filter SQP algorithm. The multidimensional filter technique proposed by Gould et al. [SIAM J. Optim., 2005] is extended to solve constrained optimization problems. In our proposed algorithm, the constraints are partitioned into several parts, and the entry of our filter consists of these different parts. Not only the criteria for accepting a trial step would be relaxed, but the individual behavior of each part of constraints is considered. One feature is that the undesirable link between the objective function and the constraint violation in the filter acceptance criteria disappears. The other is that feasibility restoration phases are unnecessary because a consistent quadratic programming subproblem is used. We prove that our algorithm is globally convergent to KKT points under the constant positive generators (CPG) condition which is weaker than the well-known Mangasarian-Fromovitz constraint qualification (MFCQ) and the constant positive linear dependence (CPLD). Numerical results are presented to show the efficiency of the algorithm.
}, issn = {1991-7139}, doi = {https://doi.org/10.4208/jcm.1903-m2018-0072}, url = {http://global-sci.org/intro/article_detail/jcm/16664.html} }We propose a multidimensional filter SQP algorithm. The multidimensional filter technique proposed by Gould et al. [SIAM J. Optim., 2005] is extended to solve constrained optimization problems. In our proposed algorithm, the constraints are partitioned into several parts, and the entry of our filter consists of these different parts. Not only the criteria for accepting a trial step would be relaxed, but the individual behavior of each part of constraints is considered. One feature is that the undesirable link between the objective function and the constraint violation in the filter acceptance criteria disappears. The other is that feasibility restoration phases are unnecessary because a consistent quadratic programming subproblem is used. We prove that our algorithm is globally convergent to KKT points under the constant positive generators (CPG) condition which is weaker than the well-known Mangasarian-Fromovitz constraint qualification (MFCQ) and the constant positive linear dependence (CPLD). Numerical results are presented to show the efficiency of the algorithm.