Global convergence on an active set SQP for inequality constrained optimization
type: Item
instance of: scholarly article
title: Global convergence on an active set SQP for inequality constrained optimization
zbMATH Open document ID: 1074.65067
author: Xinwei Liu
published in: Journal of Computational and Applied Mathematics
publication date: 2005-06-01T00:00:00Z
review text: The author presents and studies an active set sequential quadratic programming (SQP) algorithm for inequality constrained optimization problems of the form \[ \min f(x)\quad\text{s.t. }c(x)\geq 0, \] where \(f(x)\) and \(c(x)\) are twice continuously differentiable functions. The given results show that the global convergence of the SQP algorithm is still guaranteed by deleting some redundant constraints. No numerical tests are given.
reviewed by: Hans Benker
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 90C55
zbMATH DE Number: 2173183
zbMATH Keywords: active set method
zbMATH Keywords: Sequential quadratic programming
zbMATH Keywords: Nonlinearly constrained optimization
zbMATH Keywords: global convergence
describes a project that uses: NLPQL
MaRDI profile type: Publication
full work available at URL: j.cam.2004.10.012
OpenAlex ID: W2169065741
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DOI: 10.1016/J.CAM.2004.10.012
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description: scientific article; zbMATH DE number 2173183