A stabilized SQP method: global convergence
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Publication:4683759
DOI10.1093/imanum/drw004zbMath1433.90162OpenAlexW2346238354MaRDI QIDQ4683759
Vyacheslav Kungurtsev, Daniel P. Robinson, Philip E. Gill
Publication date: 26 September 2018
Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/2f44571ae04106cf46ea977cf5a0e1d78fbdae8a
sequential quadratic programmingnonlinear programmingaugmented LagrangianSQP methodsstabilized SQPprimal-dual methodssecond-order optimality
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)
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