A stabilized SQP method: superlinear convergence (Q526843)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A stabilized SQP method: superlinear convergence |
scientific article; zbMATH DE number 6715572
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stabilized SQP method: superlinear convergence |
scientific article; zbMATH DE number 6715572 |
Statements
A stabilized SQP method: superlinear convergence (English)
0 references
15 May 2017
0 references
The authors concider the local convergence analysis of an stabilized sequential quadratic programming (sSQP) method that uses a linear search with a primal-dual augmented Lagrangian merit function to enforce global convergence. It is shown that the given method has superlinear local convergence under assumptions that are not stronger than those required by conventional stabilized SOP methods. Numerical experiments for the given method are presented.
0 references
nonlinear optimization
0 references
sequential quadratic programming (SQP)
0 references
augmented Lagrangian
0 references
stabilized SQP
0 references
primal-dual methods
0 references
second-order optimality
0 references
0 references
0 references
0 references
0 references
0 references
0 references
