A sequential quadratic programming algorithm with an additional equality constrained phase (Q2882357)
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scientific article; zbMATH DE number 6030230
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A sequential quadratic programming algorithm with an additional equality constrained phase |
scientific article; zbMATH DE number 6030230 |
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A sequential quadratic programming algorithm with an additional equality constrained phase (English)
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4 May 2012
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constrained optimization
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nonlinear programming
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sequential quadratic programming
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global and local convergence
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numerical results
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The authors consider the nonlinear programming problem NEWLINE\[NEWLINE\underset_{x\in\mathbb{R}^n}{}{\text{minimize}}\;f(x)\quad\text{subject to }h(x)=0\text{ and }g(x)\geq 0NEWLINE\]NEWLINE and propose a sequential quadratic programming method and outline various implementation options and discuss the global and local convergence properties. Test problems and numerical results are given.
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