Sequential quadratic programming with step control using the Lagrange function
Journal Article
·
· Cybernetics and Systems Analysis
OSTI ID:441166
This article examines some methods of solving the problem min f (x), x {epsilon} S {contained_in} E{sup n}, S = (x:g{sub j}(x) = O,j = 1,...,t). These methods construct the iterative sequence x{sub k}+1 = x{sub k} + {alpha}{sub k}p{sub k}, k = 0, 1,..., where the vector p{sub k} is the solution of the problem min [ + 1/2 ], g{sub j}(x{sub k}) + < g{sub j}{prime}(x{sub k}), p > = O, j = 1,...,t, and the multiplier {alpha}{sub k} is chosen as the maximum value of the parameter {alpha} {le} 1 obtained by splitting such that F(x{sub k} + {alpha}p{sub k}, {lambda}{sub k}{sub i} + 1, R{sub k}{sub i}){le}{epsilon} {alpha} < F{prime} {sub x}(x{sub k},{lambda}{sub k}{sub i} + 1, R{sub k}{sub i}), p{sub k} >, O < {epsilon} < 1.
- OSTI ID:
- 441166
- Journal Information:
- Cybernetics and Systems Analysis, Journal Name: Cybernetics and Systems Analysis Journal Issue: 3 Vol. 30; ISSN CYASEC; ISSN 1060-0396
- Country of Publication:
- United States
- Language:
- English
Similar Records
Inverse scattering and inverse boundary value problems for the linear Boltzmann equation
Infinitely many solutions of a quasilinear elliptic problem with an oscillatory potential
On an initial-boundary value problem for a class of nonlinear Schroedinger equations
Journal Article
·
Mon Dec 30 23:00:00 EST 1996
· Communications in Partial Differential Equations
·
OSTI ID:437119
Infinitely many solutions of a quasilinear elliptic problem with an oscillatory potential
Journal Article
·
Mon Dec 30 23:00:00 EST 1996
· Communications in Partial Differential Equations
·
OSTI ID:437117
On an initial-boundary value problem for a class of nonlinear Schroedinger equations
Journal Article
·
Mon Dec 30 23:00:00 EST 1996
· Communications in Partial Differential Equations
·
OSTI ID:437115