A second-derivative SQP method with a 'trust-region-free' predictor step

DOI10.1093/imanum/drq043zbMath1246.65089OpenAlexW2087000724MaRDI QIDQ2882358

Daniel P. Robinson, Nicholas I. M. Gould

Publication date: 4 May 2012

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/28352536331d83fcbacc39e59b6ad6b9781c2ab0

zbMATH Keywords

nonsmooth optimizationsequential quadratic programmingnumerical experimentsnonlinear programmingnonlinear inequality constraints\(\ell_{1}\)-penalty functionglobal and local superlinear convergence

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

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