On the Local Convergence of a Penalty-Function-Free SQP Method

DOI10.1080/01630563.2013.814667zbMath1294.90072OpenAlexW2071146031MaRDI QIDQ4979789

Chungen Shen, Wenjuan Xue, Wen-Qiong Shao

Publication date: 19 June 2014

Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01630563.2013.814667

zbMATH Keywords

global convergencelocal convergenceSQPnonmonotonicitypenalty-function-free

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

Related Items (1)

Sequential quadratic programming method for nonlinear least squares estimation and its application

Cites Work

• A penalty-function-free line search SQP method for nonlinear programming
• A globally convergent method for nonlinear programming
• Non-monotone trust region methods for nonlinear equality constrained optimization without a penalty function
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• A successive quadratic programming algorithm with global and superlinear convergence properties
• A surperlinearly convergent algorithm for constrained optimization problems
• The watchdog technique for forcing convergence in algorithms for constrained optimization
• On the Local Convergence of Quasi-Newton Methods for Constrained Optimization
• Superlinearly convergent variable metric algorithms for general nonlinear programming problems
• Trust Region Methods
• A Nonmonotone Line Search Technique for Newton’s Method
• On the Global Convergence of a Filter--SQP Algorithm
• Nonlinear programming without a penalty function.

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