New theoretical results on recursive quadratic programming algorithms

DOI10.1023/A:1022686919295zbMath0907.90220OpenAlexW122514726MaRDI QIDQ1265011

L. T. Santos, José Mario Martínez

Publication date: 11 February 1999

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022686919295

zbMATH Keywords

Newton methodpenalty methodsrecursive quadratic programming

Mathematics Subject Classification ID

Quadratic programming (90C20)

Related Items

The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems, A regularization method for constrained nonlinear least squares, Outer trust-region method for constrained optimization, On the behaviour of constrained optimization methods when Lagrange multipliers do not exist

Uses Software

• PITCON
• OPALQP
• HOMPACK

Cites Work

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• Fixed-Point Quasi-Newton Methods
• Numerical Stability and Efficiency of Penalty Algorithms
• Why a Pure Primal Newton Barrier Step May be Infeasible