Two-step and three-step Q-superlinear convergence of SQP methods

DOI10.1007/BF02207644zbMath0813.90105OpenAlexW1992205984MaRDI QIDQ1342465

Berc Rustem

Publication date: 11 January 1995

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

Full work available at URL: https://doi.org/10.1007/bf02207644

zbMATH Keywords

sequential quadratic programmingconvergence rates of the variable-multiplier pairQ-superlinear convergence

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Cites Work

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• Diagonalized multiplier methods and quasi-Newton methods for constrained optimization
• Properties of updating methods for the multipliers in augmented Lagrangians
• On the Local Convergence of a Quasi-Newton Method for the Nonlinear Programming Problem
• Projected Hessian Updating Algorithms for Nonlinearly Constrained Optimization
• A Convergence Theory for a Class of Quasi-Newton Methods for Constrained Optimization
• Reduced quasi-Newton methods with feasibility improvement for nonlinearly constrained optimization
• On the Local Convergence of Quasi-Newton Methods for Constrained Optimization
• Superlinearly convergent variable metric algorithms for general nonlinear programming problems
• A Characterization of Superlinear Convergence and Its Application to Quasi-Newton Methods

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