A working set SQCQP algorithm with simple nonmonotone penalty parameters
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Publication:654747
DOI10.1016/j.cam.2011.09.002zbMath1236.65069OpenAlexW1984752412MaRDI QIDQ654747
Chun-Ming Tang, Jin-Bao Jian, Guoyin Li
Publication date: 21 December 2011
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2011.09.002
quadratically constrained quadratic programmingsuperlinear convergencenonmonotone penalty parametersSQCQPworking set
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