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A successive quadratic programming algorithm with global and superlinear convergence properties

✍ Scribed by Masao Fukushima


Publisher
Springer-Verlag
Year
1986
Tongue
English
Weight
557 KB
Volume
35
Category
Article
ISSN
0025-5610

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A simple feasible SQP method for inequal
✍ Zhong Jin; Yuqing Wang πŸ“‚ Article πŸ“… 2010 πŸ› Elsevier Science 🌐 English βš– 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