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A feasible direction algorithm for convex optimization: Global convergence rates

โœ Scribed by J. C. Allwright


Publisher
Springer
Year
1980
Tongue
English
Weight
842 KB
Volume
30
Category
Article
ISSN
0022-3239

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๐Ÿ“œ SIMILAR VOLUMES


A simple feasible SQP method for inequal
โœ Zhong Jin; Yuqing Wang ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 750 KB

In this paper, a simple feasible SQP method for nonlinear inequality constrained optimization is presented. At each iteration, we need to solve one QP subproblem only. After solving a system of linear equations, a new feasible descent direction is designed. The Maratos effect is avoided by using a h