A simple feasible SQP method for inequality constrained optimization with global and superlinear convergence (Q848564)
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scientific article; zbMATH DE number 5677350
| Language | Label | Description | Also known as |
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| English | A simple feasible SQP method for inequality constrained optimization with global and superlinear convergence |
scientific article; zbMATH DE number 5677350 |
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A simple feasible SQP method for inequality constrained optimization with global and superlinear convergence (English)
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4 March 2010
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The authors consider the following nonlinear inequality optimization problem \[ \min f(x)\quad\text{s.t. }g_j(x)\leq 0,\quad j\in I= \{1,2,\dots, m\} \] and present a simple feasible SQP method to solve this problem. Under some suitable conditions the global and superlinear convergence is proved. Numerical experiments are presented.
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inequality constrained optimization
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FSQP
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KKT point
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Maratos effect
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global and superlinear convergence
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