An Inexact Sequential Quadratic Optimization Algorithm for Nonlinear Optimization

DOI10.1137/130918320zbMath1311.90184OpenAlexW2076508478MaRDI QIDQ2934470

Andreas Wächter, Travis C. Johnson, Daniel P. Robinson, Frank E. Curtis

Publication date: 12 December 2014

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/277b538eb67562441cd44d0bb07ae5de1d227ef6

zbMATH Keywords

global convergenceinexact Newton methodMangasarian-Fromovitz constraint qualificationKKT-pointssequential quadratic optimizationreal-time optimal controlnonlinear optimization with constraints

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods involving duality (49M29) Numerical methods based on necessary conditions (49M05) Numerical methods based on nonlinear programming (49M37) Methods of successive quadratic programming type (90C55)

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