A Modified Limited SQP Method For Constrained Optimization


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.

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G. Yuan, S. Lu and Z. Wei, "A Modified Limited SQP Method For Constrained Optimization," Applied Mathematics, Vol. 1 No. 1, 2010, pp. 8-17. doi: 10.4236/am.2010.11002.

Conflicts of Interest

The authors declare no conflicts of interest.


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