Convergence of the BFGS-SQP Method for Degenerate Problems

DOI10.1080/01630560701405002zbMath1149.90111OpenAlexW2041357654MaRDI QIDQ5308790

Tao-Wen Liu, Dong-hui Li

Publication date: 8 October 2007

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

Full work available at URL: https://doi.org/10.1080/01630560701405002

zbMATH Keywords

global convergencesequential quadratic programminginequality constrained optimizationBFGS-SQP method

Mathematics Subject Classification ID

Stochastic programming (90C15) Methods of successive quadratic programming type (90C55)

Cites Work

• Superlinear convergence of a stabilized SQP method to a degenerate solution
• A SQP method for inequality constrained optimization.
• Exact penalty function algorithm with simple updating of the penalty parameter
• An analysis of reduced Hessian methods for constrained optimization
• On the Global Convergence of the BFGS Method for Nonconvex Unconstrained Optimization Problems
• A successive quadratic programming algorithm with global and superlinear convergence properties
• A recursive quadratic programming algorithm that uses differentiable exact penalty functions
• A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization
• Convergence of the BFGS Method for $LC^1 $ Convex Constrained Optimization
• On the Local Convergence of Quasi-Newton Methods for Constrained Optimization
• A necessary and sufficient regularity condition to have bounded multipliers in nonconvex programming
• Practical Update Criteria for Reduced Hessian SQP: Global Analysis
• On the Local and Superlinear Convergence of Quasi-Newton Methods
• Modifying SQP for Degenerate Problems

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