Volume 8 Number 6 (Jun. 2013)
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JCP 2013 Vol.8(6): 1496-1503 ISSN: 1796-203X
doi: 10.4304/jcp.8.6.1496-1503

Improved Feasible SQP Algorithm for Nonlinear Programs with Equality Constrained Sub-Problems

Zhijun Luo1, Guohua Chen1, Simei Luo1, and Zhibin Zhu2
1 Department of Mathematics & Applied Mathematics, Hunan University of Humanities, Science and Technology, Loudi, China
2 School of Mathematics and Computing Science, Guilin University of Electronic Technology, Guilin, China


Abstract—This paper proposed an improved feasible sequential quadratic programming (FSQP) method for nonlinear programs. As compared with the existing SQP methods which required solving the QP sub-problem with inequality constraints in single iteration, in order to obtain the feasible direction, the method of this paper is only necessary to solve an equality constrained quadratic programming sub-problems. Combined the generalized projection technique, a height-order correction direction is yielded by explicit formulas, which can avoids Maratos effect. Furthermore, under some mild assumptions, the algorithm is globally convergent and its rate of convergence is one-step superlinearly. Numerical results reported show that the algorithm in this paper is effective.

Index Terms—Nonlinear programs, FSQP method, Equality constrained quadratic programming, Global convergence, Superlinear convergence rate

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Cite: Zhijun Luo, Guohua Chen, Simei Luo, and Zhibin Zhu, " Improved Feasible SQP Algorithm for Nonlinear Programs with Equality Constrained Sub-Problems," Journal of Computers vol. 8, no. 6, pp. 1496-1503, 2013.

General Information

ISSN: 1796-203X
Abbreviated Title: J.Comput.
Frequency: Bimonthly
Editor-in-Chief: Prof. Liansheng Tan
Executive Editor: Ms. Nina Lee
Abstracting/ Indexing: DBLP, EBSCO,  ProQuest, INSPEC, ULRICH's Periodicals Directory, WorldCat,etc
E-mail: jcp@iap.org
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