COMPOSITE-STEP LIKE FILTER METHODS FOR EQUALITY CONSTRAINT PROBLEMS

(整期优先)网络出版时间:2003-05-15
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Inacomposite-stepapproach,astepskiscomputedasthesumoftwocomponentsvkandhk.Thenormalcomponentvk,whichiscalledtheverticalstep,aimstoimprovethelinearizedfeasibility,whilethetangentialcomponenthk,whichisalsocalledhorizontalstep,concentratesonreducingamodelofthemeritfunctions.Asafiltermethod,itreducesboththeinfeasibilityandtheobjectivefunction.Thisisthesamepropertyofthesetwomethods.Inthispaper,oneconcernsthecomposite-steplikefilterapproach.Thatis,astepistangentialcomponenthkiftheinfeasibilityisreduced.Orelse,skisacompositestepcomposedofnormalcomponentVkandtangentialcomponenthk.