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New Sequential Quadratically-Constrained Quadratic Programming Method of Feasible Directions and Its Convergence Rate

Author

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  • J. B. Jian

    (Guangxi University)

Abstract

This paper discusses optimization problems with nonlinear inequality constraints and presents a new sequential quadratically-constrained quadratic programming (NSQCQP) method of feasible directions for solving such problems. At each iteration. the NSQCQP method solves only one subproblem which consists of a convex quadratic objective function, convex quadratic equality constraints, as well as a perturbation variable and yields a feasible direction of descent (improved direction). The following results on the NSQCQP are obtained: the subproblem solved at each iteration is feasible and solvable: the NSQCQP is globally convergent under the Mangasarian-Fromovitz constraint qualification (MFCQ); the improved direction can avoid the Maratos effect without the assumption of strict complementarity; the NSQCQP is superlinearly and quasiquadratically convergent under some weak assumptions without thestrict complementarity assumption and the linear independence constraint qualification (LICQ).

Suggested Citation

  • J. B. Jian, 2006. "New Sequential Quadratically-Constrained Quadratic Programming Method of Feasible Directions and Its Convergence Rate," Journal of Optimization Theory and Applications, Springer, vol. 129(1), pages 109-130, April.
    • Handle: RePEc:spr:joptap:v:129:y:2006:i:1:d:10.1007_s10957-006-9042-7
    DOI: 10.1007/s10957-006-9042-7
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    Citations

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    Cited by:

    1. Mohammad Ali Abooshahab & Mohsen Ekramian & Mohammad Ataei & Ali Ebrahimpour-Boroojeny, 2019. "Time-Delay Estimation in State and Output Equations of Nonlinear Systems Using Optimal Computational Approach," Journal of Optimization Theory and Applications, Springer, vol. 180(3), pages 1036-1064, March.
    2. Fusheng Wang & Kecun Zhang, 2008. "A hybrid algorithm for nonlinear minimax problems," Annals of Operations Research, Springer, vol. 164(1), pages 167-191, November.
    3. Jian, Jin-Bao & Tang, Chun-Ming & Zheng, Hai-Yan, 2010. "Sequential quadratically constrained quadratic programming norm-relaxed algorithm of strongly sub-feasible directions," European Journal of Operational Research, Elsevier, vol. 200(3), pages 645-657, February.
    4. Tang, Chun-ming & Jian, Jin-bao, 2012. "Strongly sub-feasible direction method for constrained optimization problems with nonsmooth objective functions," European Journal of Operational Research, Elsevier, vol. 218(1), pages 28-37.
    5. Jin-bao Jian & Xing-de Mo & Li-juan Qiu & Su-ming Yang & Fu-sheng Wang, 2014. "Simple Sequential Quadratically Constrained Quadratic Programming Feasible Algorithm with Active Identification Sets for Constrained Minimax Problems," Journal of Optimization Theory and Applications, Springer, vol. 160(1), pages 158-188, January.
    6. Li, Jianling & Yang, Zhenping, 2018. "A QP-free algorithm without a penalty function or a filter for nonlinear general-constrained optimization," Applied Mathematics and Computation, Elsevier, vol. 316(C), pages 52-72.
    7. Jian, Jin-Bao & Pan, Hua-Qin & Tang, Chun-Ming & Li, Jian-Ling, 2015. "A strongly sub-feasible primal-dual quasi interior-point algorithm for nonlinear inequality constrained optimization," Applied Mathematics and Computation, Elsevier, vol. 266(C), pages 560-578.

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