Sequential quadratic programming and constraint qualification / Programação quadratica sequencial e condições de qualificação

AUTOR(ES)

Fernanda Teles Nunes

DATA DE PUBLICAÇÃO

2009

RESUMO

In the context of constrained optimization problems, we face the optimality conditions and also constraint qualification. Our aim is to study with details several constraint qualification, highlighting the constant positive linear dependence condition, and its influence in Sequential Quadratic Programming algorithms convergence. The relevance of this study is in the fact that convergence results having as hypothesis weak constraints qualification are stronger than those based on stronger constraints qualification. Numerical experiments will be done with the purpose of investigating the efficiency of these methods to solve problems with different constraints qualification and to compare two diferent kinds of line search, monotone and nonmonotone. We want to confirm the hypothesis that algorithms based on a nonmonotone line search act against the Maratos Effect, very common while solving minimization problems through Sequential Quadratic Programming methods

ASSUNTO(S)

busca não-monotona condições de qualificação sequential quadratic programming programação quadratica sequencial nommonotone line search constraint qualification

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