A Modified Limited SQP Method For Constrained Optimization

Gonglin Yuan, Sha Lu, Zhengxin Wei

Department of Mathematics and Information Science, Guangxi University, Nanning, China.
School of Mathematics Science, Guangxi Teacher’s Education University, Nanning, China.

DOI: 10.4236/am.2010.11002                

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.

Keywords

Constrained Optimization, Limited Method, SQP Method, Global Convergence

Conflicts of Interest

The authors declare no conflicts of interest.

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