A simple feasible SQP method for inequality constrained optimization with global and superlinear convergence
The authors consider the following nonlinear inequality optimization problem \[ \min f(x)\quad\text{s.t. }g_j(x)\leq 0,\quad j\in I= \{1,2,\dots, m\} \] and present a simple feasible SQP method to solve this problem. Under some suitable conditions the global and superlinear convergence is proved. Numerical experiments are presented.
scientific article; zbMATH DE number 5677350
scientific article