English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Tools annual

Global: Zendy Free Plan

Global: Zendy Tools monthly

Global: Zendy Plus monthly

. Sequential quadratic programming (SQP) has been one ofthe most important methods for solving nonlinear constrained optimiza-tion problems. Recently, lter method, proposed by Fletcher and Ley er,has been extensively applied for its promising numerical results. In thispaper, we present and study an active set SQP- lter algorithm for in-equality constrained optimization. The active set technique reduces thesize of quadratic programming (QP) subproblem. While by the ltermethod, there is no penalty parameter estimate. Moreover, Maratos ef-fect can be overcome by lter technique. Global convergence property ofthe proposed algorithm are established under suitable conditions. Somenumerical results are reported in this paper. 1. IntroductionIn this paper, we consider the following nonlinear inequality constrainedoptimization problem:(P) min f(x)s.t. c i (x) 0; i2I 0 = f1;2; ;mg (1)where x2R n ;f: R n !Rand c i (i2I 0 ) : R n !Rare assumed to be twicecontinuously di erentiable.It is well known that the sequential quadratic programming(SQP) methodis one of the most ecient methods to solve the problem (P). Because itssuperlinear convergence rate, it has been widely studied by many researchers[2, 3, 8, 13, 14].

AN ACTIVE SET SQP-FILTER METHOD FOR SOLVING NONLINEAR PROGRAMMING