A working set SQCQP algorithm with simple nonmonotone penalty parameters
type: Item
instance of: scholarly article
title: A working set SQCQP algorithm with simple nonmonotone penalty parameters
zbMATH Open document ID: 1236.65069
author: Chun-Ming Tang
author: Jinbao Jian
author: G. Li
published in: Journal of Computational and Applied Mathematics
publication date: 2011-12-21T00:00:00Z
review text: The authors consider the inequality constrained nonlinear programming problem \[ \min_{x\in\mathbb{R}^n}\,f(x)\quad\text{s.t. }g_j(x)\leq 0,\;j\in I=\{1,2,\dots,m\} \] and present a new sequential quadratically constrained quadratic programming (SQCQP) algorithm, in which a simple updating strategy of the penalty parameter is adopted. Some numerical results are given.
reviewed by: Hans Benker
Mathematics Subject Classification ID: 65K05
zbMATH DE Number: 5991203
zbMATH Keywords: SQCQP
zbMATH Keywords: quadratically constrained quadratic programming
zbMATH Keywords: working set
zbMATH Keywords: nonmonotone penalty parameters
zbMATH Keywords: superlinear convergence
describes a project that uses: Mosek
describes a project that uses: GQTPAR
describes a project that uses: CUTE
describes a project that uses: SOCP
describes a project that uses: CUTEr
MaRDI profile type: Publication
full work available at URL: j.cam.2011.09.002
OpenAlex ID: W1984752412
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DOI: 10.1016/J.CAM.2011.09.002
description: scientific article; zbMATH DE number 5991203