Local convergence analysis for the REQP algorithm using conjugate basis matrices

DOI10.1007/BF00940038zbMath0795.90059OpenAlexW2070625678MaRDI QIDQ1321093

V. Pereyra

Publication date: 14 September 1994

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

Full work available at URL: https://doi.org/10.1007/bf00940038

zbMATH Keywords

sequential quadratic programminglocal convergenceconstrained minimizationconjugate basesREQP algorithm

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items (1)

Using the KKT matrix in an augmented Lagrangian SQP method for sparse constrained optimization

Uses Software

• ZQPCVX

Cites Work

• Unnamed Item
• Unnamed Item
• A numerically stable dual method for solving strictly convex quadratic programs
• A tolerant algorithm for linearly constrained optimization calculations
• Numerical examples of the behavior of REQP on nonlinear programming problems involving linear dependence among the constraint normals
• Local Convergence of Secant Methods for Nonlinear Constrained Optimization
• On the quadratic programming algorithm of Goldfarb and Idnani
• A Globally Convergent Version of REQP for Constrained Minimization
• Nonlinear programming via an exact penalty function: Asymptotic analysis
• An SQP Augmented Lagrangian BFGS Algorithm for Constrained Optimization
• On the Convergence of Some Constrained Minimization Algorithms Based on Recursive Quadratic Programming

This page was built for publication: Local convergence analysis for the REQP algorithm using conjugate basis matrices