INVESTIGADORES
TORRES german Ariel
artículos
Título:
An inexact restoration strategy for the globalization of the sSQP method
Autor/es:
DAMIÁN FERNÁNDEZ; ELVIO ANGEL PILOTTA; GERMÁN ARIEL TORRES
Revista:
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS
Editorial:
SPRINGER
Referencias:
Lugar: Berlin; Año: 2013 vol. 54 p. 595 - 617
ISSN:
0926-6003
Resumen:
A globally convergent algorithm based on the stabilized sequential quadratic programming (sSQP) method is presented in order to solve optimization problems with equality constraints and bounds. This  formulation has attractive features in the sense that constraint qualifications are not needed at all. In contrast with classic globalization strategies for Newton-like methods, we do not make use of merit functions. Our scheme is based on performing corrections on the  solutions of the subproblems by using an inexact restoration procedure. The presented method is well defined and any accumulation point of the generated primal sequence is either a Karush-Kuhn-Tucker point or a stationary (maybe feasible) point of the problem of minimizing the infeasibility. Also, under suitable hypotheses, the sequence generated by the algorithm converges Q-linearly. Numerical experiments are given to confirm theoretical results.