TITLE:
A Modified Limited SQP Method For Constrained Optimization
AUTHORS:
Gonglin Yuan, Sha Lu, Zhengxin Wei
KEYWORDS:
Constrained Optimization, Limited Method, SQP Method, Global Convergence
JOURNAL NAME:
Applied Mathematics,
Vol.1 No.1,
June
2,
2010
ABSTRACT: In this paper, a modified variation of the Limited SQP method is presented for constrained optimization. This method possesses not only the information of gradient but also the information of function value. Moreover, the proposed method requires no more function or derivative evaluations and hardly more storage or arithmetic operations. Under suitable conditions, the global convergence is established.