%0 Journal Article
%T A SUPERLINEAR CONVERGENCE MODIFIED FSQP METHOD FOR LINEAR CONSTRAINED OPTIMIZATION PROBLEMS
%A Ling Yan
%J Journal of Global Research in Mathematical Archives
%D 2013
%I Journal of Global Research in Mathematical Archives
%X In this paper, a modified feasible sequential quadratic programming (FSQP) method is presented to solve the linear programming. By solving only one QP subproblem, a feasible descent direction is obtained. A high-order revised direction is computed by solving a linear system to avoid Maratos effect. Under some suitable conditions, the global and superlinear convergence can be obtained. Keywords: FSQP method; Llinear constrained optimization; Global convergence; superlinear convergence rate
%U http://www.jgrma.info/index.php/jgrma/article/view/23