SciELO - Scientific Electronic Library Online

vol.31 issue2A filled function method for nonlinear systems of equalities and inequalities author indexsubject indexarticles search
Home Pagealphabetic serial listing  

Services on Demand



Related links

  • On index processCited by Google
  • Have no similar articlesSimilars in SciELO
  • On index processSimilars in Google


Computational & Applied Mathematics

On-line version ISSN 1807-0302


ZHU, Xiaojing  and  PU, Dingguo. A new double trust regions SQP method without a penalty function or a filter. Comput. Appl. Math. [online]. 2012, vol.31, n.2, pp. 407-432. ISSN 1807-0302.

A new trust-region SQP method for equality constrained optimization is considered. This method avoids using a penalty function or a filter, and yet can be globally convergent to first-order critical points under some reasonable assumptions. Each SQP step is composed of a normal step and a tangential step for which different trust regions are applied in the spirit of Gould and Toint [Math. Program., 122 (2010), pp. 155-196]. Numerical results demonstrate that this new approach is potentially useful. Mathematical subject classification: 65K05, 90C30, 90C55.

Keywords : equality constrained optimization; trust-region; SQP; global convergence.

        · text in English     · English ( pdf epdf )


Creative Commons License All the contents of this journal, except where otherwise noted, is licensed under a Creative Commons Attribution License