An active set sequential quadratic programming algorithm for nonlinear optimisation

DOI10.1017/S0004972700035577zbMath1123.65057MaRDI QIDQ5482578

Qing-Jie Hu, Yu Chen, Yun-hai Xiao

Publication date: 28 August 2006

Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

algorithmleast squares problemglobal and superlinear convergenceMaratos effectquadratic programming algorithmsactive set techniquecomlementarityinequality constrained optimisation

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

Cites Work

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• A superlinearly convergent method of feasible directions.

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