Equality and inequality constrained optimization algorithms with convergent stepsizes
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Publication:1321310
DOI10.1007/BF00939376zbMath0797.90097OpenAlexW2006750587MaRDI QIDQ1321310
Publication date: 27 October 1994
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00939376
convergence analysisglobal convergenceconstrained optimizationsequential quadratic programmingaugmented Lagrangiansnonlinear equality and inequality constraintsadaptive penalty parameter
Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
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A parallel algorithm for constrained optimization problems ⋮ A quadratically convergent scaling newton’s method for nonlinear complementarity problems ⋮ Switching stepsize strategies for sequential quadratic programming ⋮ Flattened aggregate function method for nonlinear programming with many complicated constraints ⋮ A constrained min-max algorithm for rival models of the same economic system ⋮ An interior-point algorithm for nonlinear minimax problems ⋮ Globally convergent interior-point algorithm for nonlinear programming
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