Zhu, Zhibin; Zhang, Kecun; Jian, Jinbao - In: Mathematical Methods of Operations Research 58 (2003) 2, pp. 271-282
In this paper, the feasible type SQP method is improved. A new algorithm is proposed to solve nonlinear inequality constrained problem, in which a new modified method is presented to decrease the computational complexity. It is required to solve only one QP subproblem with only a subset of the...