A simple feasible SQP method for inequality constrained optimization with global and superlinear convergence
type: Item
instance of: scholarly article
title: A simple feasible SQP method for inequality constrained optimization with global and superlinear convergence
zbMATH Open document ID: 1188.65081
author: Zhong Jin
author: Yuqing Wang
published in: Journal of Computational and Applied Mathematics
publication date: 2010-03-04T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C55
Mathematics Subject Classification ID: 90C30
zbMATH DE Number: 5677350
zbMATH Keywords: inequality constrained optimization
zbMATH Keywords: FSQP
zbMATH Keywords: KKT point
zbMATH Keywords: Maratos effect
zbMATH Keywords: global and superlinear convergence
reviewed by: Hans Benker
MaRDI profile type: Publication
full work available at URL: j.cam.2009.11.061
OpenAlex ID: W2068294711
cites work: On the Local Convergence of Quasi-Newton Methods for Constrained Optimization
cites work: Superlinearly convergent variable metric algorithms for general nonlinear programming problems
cites work: A note on quasi-newton formulae for sparse second derivative matrices
cites work: Q3048600
cites work: A recursive quadratic programming algorithm that uses differentiable exact penalty functions
cites work: Q4840764
cites work: A Superlinearly Convergent Feasible Method for the Solution of Inequality Constrained Optimization Problems
cites work: On combining feasibility, descent and superlinear convergence in inequality constrained optimization
cites work: A computationally efficient feasible sequential quadratic programming algorithm
cites work: An improved SQP algorithm for inequality constrained optimization
cites work: A feasible descent SQP algorithm for general constrained optimization without strict complemen\-tar\-ity
cites work: An efficient feasible SQP algorithm for inequality constrained optimization
cites work: A method combining norm-relaxed QP subproblems with systems of linear equations for constrained optimization
cites work: Feasible generalized monotone line search SQP algorithm for nonlinear minimax problems with inequality constraints
cites work: A superlinearly convergent norm-relaxed SQP method of strongly sub-feasible directions for constrained optimization without strict complementarity
cites work: A simple feasible SQP algorithm for inequality constrained optimization
cites work: A sequential equality constrained quadratic programming algorithm for inequality constrained optimization
cites work: A sequential quadratically constrained quadratic programming method of feasible directions
cites work: New sequential quadratically-constrained quadratic programming method of feasible directions and its convergence rate
cites work: A QP-Free, Globally Convergent, Locally Superlinearly Convergent Algorithm for Inequality Constrained Optimization
cites work: Quadratically and superlinearly convergent algorithms for the solution of inequality constrained minimization problems
cites work: Numerical Optimization
cites work: Test examples for nonlinear programming codes
DOI: 10.1016/J.CAM.2009.11.061
description: scientific article; zbMATH DE number 5677350