An \(RQP\) algorithm using a differentiable exact penalty function for inequality constrained problems

DOI10.1007/BF01581190zbMath0767.90060MaRDI QIDQ1194855

Luigi Grippo, Francisco Facchinei, Gianni Di Pillo

Publication date: 6 October 1992

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

global and superlinear convergenceinequality constraintsrecursive quadratic programmingdifferentiable exact penalty function

Mathematics Subject Classification ID

Quadratic programming (90C20) Numerical methods based on nonlinear programming (49M37) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items

Geometric approach to Fletcher's ideal penalty function, Robust recursive quadratic programming algorithm model with global and superlinear convergence properties, Linearly convergent descent methods for the unconstrained minimization of convex quadratic splines, A successive quadratic programming method that uses new corrections for search directions, An active set strategy based on the multiplier function or the gradient., An exact penalty-lagrangian approach for a class of constrained optimization problems with bounded variables, An accurate active set Newton algorithm for large scale bound constrained optimization., Constraint incorporation in optimization, An infeasible-start framework for convex quadratic optimization, with application to constraint-reduced interior-point and other methods

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