Global convergence on an active set SQP for inequality constrained optimization (Q1779428)

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scientific article; zbMATH DE number 2173183
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Global convergence on an active set SQP for inequality constrained optimization
scientific article; zbMATH DE number 2173183

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    Global convergence on an active set SQP for inequality constrained optimization (English)
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    1 June 2005
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    The author presents and studies an active set sequential quadratic programming (SQP) algorithm for inequality constrained optimization problems of the form \[ \min f(x)\quad\text{s.t. }c(x)\geq 0, \] where \(f(x)\) and \(c(x)\) are twice continuously differentiable functions. The given results show that the global convergence of the SQP algorithm is still guaranteed by deleting some redundant constraints. No numerical tests are given.
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    active set method
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    Sequential quadratic programming
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    Nonlinearly constrained optimization
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    global convergence
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