Recursive quadratic programming algorithm that uses an exact augmented Lagrangian function
type: Item
instance of: scholarly article
title: Recursive quadratic programming algorithm that uses an exact augmented Lagrangian function
zbMATH Open document ID: 0696.90054
DOI: 10.1007/BF00940474
published in: Journal of Optimization Theory and Applications
publication date: 1990-01-01T00:00:00Z
review text: An algorithm for nonlinear programming problems with equality constraints is presented which is globally and superlinearly convergent. The algorithm employs a recursive quadratic programming scheme to obtain a search direction and uses a differentiable exact augmented Lagrangian as line search function to determine the steplength along this direction. It incorporates an automatic adjustment rule for the selection of the penalty parameter and avoids the need to evaluate second-order derivatives of the problem functions. Some numerical results are reported.
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 49M30
Mathematics Subject Classification ID: 90-08
Mathematics Subject Classification ID: 90C20
zbMATH DE Number: 4141803
zbMATH Keywords: constrained optimization
zbMATH Keywords: recursive quadratic programming
zbMATH Keywords: differentiable exact augmented Lagrangian
zbMATH Keywords: automatic adjustment rule
author: Stefano Lucidi
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4141803