In a composite-step approach, a step Sk is computed as the sum of two components Uk and hk. The normal component Vk, which is called the vertical step, aims to improve the linearized feasibility, while the tangential ...In a composite-step approach, a step Sk is computed as the sum of two components Uk and hk. The normal component Vk, which is called the vertical step, aims to improve the linearized feasibility, while the tangential component hk, which is also called horizontal step, concentrates on reducing a model of the merit functions. As a filter method, it reduces both the infeasibility and the objective function. This is the same property of these two methods. In this paper, one concerns the composite-step like filter approach. That is, a step is tangential component hk if the infeasibility is reduced. Or else, Sk is a composite step composed of normal component Uk, and tangential component hk.展开更多
基金Supported partially by Chinese NNSF grants 19731010the knowledge innovation program of CAS.
文摘In a composite-step approach, a step Sk is computed as the sum of two components Uk and hk. The normal component Vk, which is called the vertical step, aims to improve the linearized feasibility, while the tangential component hk, which is also called horizontal step, concentrates on reducing a model of the merit functions. As a filter method, it reduces both the infeasibility and the objective function. This is the same property of these two methods. In this paper, one concerns the composite-step like filter approach. That is, a step is tangential component hk if the infeasibility is reduced. Or else, Sk is a composite step composed of normal component Uk, and tangential component hk.
