Two-Phase-SQP Method with Higher-Order Convergence Property
Tóm tắt
We propose a two-phase-SQP (Sequential Quadratic Programming) algorithm for equality-constrained optimization problem. In this paper, an iteration process is developed, and at each iteration, two quadratic sub-problems are solved. It is proved that, under some suitable assumptions and without computing further higher-order derivatives, this iteration process achieves higher-order local convergence property in comparison to Newton-SQP scheme. Theoretical advantage and a note on
$$l_{1}$$
merit function associated to the method are provided.
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