Practical Update Criteria for Reduced Hessian SQP: Global Analysis

DOI10.1137/S105262349427861XzbMath0963.90073OpenAlexW1997472741MaRDI QIDQ4702300

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Publication date: 24 November 1999

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

Full work available at URL: https://doi.org/10.1137/s105262349427861x

zbMATH Keywords

constrained optimizationnonlinear programmingquasi-Newton methodssuccessive quadratic programmingreduced Hessian algorithms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Optimality conditions and duality in mathematical programming (90C46) Numerical methods based on nonlinear programming (49M37)

Related Items (4)

Convergence of the BFGS-SQP Method for Degenerate Problems ⋮ A cautious BFGS update for reduced Hessian SQP ⋮ A reduced Hessian SQP method for inequality constrained optimization ⋮ A practical update criterion for SQP method

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