A RECURSIVE QUADRATIC PROGRAMMING ALGORITHM THAT USES A NEW NONDIFFERENTIABLE PENALTY FUNCTIONS

(整期优先)网络出版时间:1994-01-11
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Inthispaper,arecursivequadraticprogrammingalgorithmisproposedandstudied.ThelinesearchfunctionsusedaxeHan'snondifferentiablepenaltyfunctionswithasecondoederpenaltyterm.InordertoavoidmaratoseffectFukushima'smixeddirectionisusedasthedirectionoflinesearch.Finally,weprovetheglobalconvergenceandthelocalsecondorderconvergenceofthealgorithm.