A variant of SQP method for inequality constrained optimization and its global convergence (Q2432728): Difference between revisions

The authors study the optimization problem where the objective function is continuously differentiable and the constraints are defined by means of an inequality of a continuously differentiable function. The article begins with an introduction to this problem and a set of useful definitions. The second section presents the proposed sequential quadratic programming (SQP) algorithm. This section is followed by a theoretical investigation of the convergence of the algorithm, where a number of theorems and lemmas are proven. The article concludes with a numerical investigation where two examples taken from the existing literature are solved.