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Filter-sequence of quadratic programming method with nonlinear complementarity problem function

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Journal of Shanghai University (English Edition)

Abstract

A mechanism for proving global convergence in filter-SQP (sequence of quadratic programming) method with the nonlinear complementarity problem (NCP) function is described for constrained nonlinear optimization problem. We introduce an NCP function into the filter and construct a new SQP-filter algorithm. Such methods are characterized by their use of the dominance concept of multi-objective optimization, instead of a penalty parameter whose adjustment can be problematic. We prove that the algorithm has global convergence and superlinear convergence rates under some mild conditions.

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Authors and Affiliations

  1. Department of Mathematics, College of Sciences, Shanghai University, Shanghai, 200444, P. R. China

    Zhong Jin  (金中), Yu Zhang  (张宇) & Li Cai  (蔡力)

  2. Department of Mathematics, Tongji University, Shanghai, 200092, P. R. China

    Ding-guo Pu  (濮定国)

Authors
  1. Zhong Jin  (金中)
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  2. Ding-guo Pu  (濮定国)
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  3. Yu Zhang  (张宇)
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  4. Li Cai  (蔡力)
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Corresponding author

Correspondence to Zhong Jin  (金中).

Additional information

Project supported by the National Natural Science Foundation of China (Grant Nos.10571137, 10771162)

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Jin, Z., Pu, Dg., Zhang, Y. et al. Filter-sequence of quadratic programming method with nonlinear complementarity problem function. J. Shanghai Univ.(Engl. Ed.) 12, 97–101 (2008). https://doi.org/10.1007/s11741-008-0202-2

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  • DOI: https://doi.org/10.1007/s11741-008-0202-2

Keywords

2000 Mathematics Subject Classification

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