Global convergence on an active set SQP for inequality constrained optimization
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.
scientific article; zbMATH DE number 2173183
scientific article