An SQP algorithm with cautious updating criteria for nonlinear degenerate problems

DOI10.1007/s10255-004-4100-0zbMath1180.65078OpenAlexW2039903754MaRDI QIDQ1036891

Tao-Wen Liu, Jin-ping Zeng

Publication date: 13 November 2009

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-004-4100-0

zbMATH Keywords

algorithmglobal convergencesequential quadratic programmingnonlinear programmingexact penalty functiondegenerate problemcautious update criteria

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

Cites Work

• Test examples for nonlinear programming codes
• Superlinear convergence of a stabilized SQP method to a degenerate solution
• A SQP method for inequality constrained optimization.
• Exact penalty function algorithm with simple updating of the penalty parameter
• On the Global Convergence of the BFGS Method for Nonconvex Unconstrained Optimization Problems
• A recursive quadratic programming algorithm that uses differentiable exact penalty functions
• Convergence of the BFGS Method for $LC^1 $ Convex Constrained Optimization
• A necessary and sufficient regularity condition to have bounded multipliers in nonconvex programming
• Modifying SQP for Degenerate Problems

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