A MODIFIED SQP METHOD WITH NONMONOTONE LINE SEARCH TECHNIQUE WITHOUT A PENALTY OR A FILTER FOR NONLINEAR INEQUALITY CONSTRAINED OPTIMIZATION
In this paper, a modified sequence quadratic programming method with nonmonotone line search technique is presented. The algorithm has no demand on initial point, moreover it avoids using a penalty function or a filter. So it is more flexible and easier to implement. To avoid Maratos effect, a revised direction is computed by solving a linear system. Under some reasonable conditions, the global convergence is shown.
constrained optimization, KKT point, sequential quadratic programming, global convergence.