Termination conditions check: while , if or , and , output solution and stop.
(3)
Gradient sampling: generate sample point in (50) and obtain gradient of multiple operating condition from (56) and (57), Generate sample point from (51), and get the gradient of smooth constraint in (37)-(42).
(4)
Search direction calculation: set , solve (45)-(49) to get .
(5)
L-BFGS update: update for next iteration according to Limited-memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) method [20].
(6)
Parameter update: if , go to Step 7. Otherwise, if , set ; if , set . And set and go to step 8.
(7)
Line search: set as the largest value in the sequence such that satisfies: