Globalizing stabilized sequential quadratic programming method by smooth primal-dual exact penalty function (Q289075): Difference between revisions
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scientific article
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| English | Globalizing stabilized sequential quadratic programming method by smooth primal-dual exact penalty function |
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Globalizing stabilized sequential quadratic programming method by smooth primal-dual exact penalty function (English)
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27 May 2016
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The authors propose a globalization approach to the stabilized sequential quadratic programming method (sSQP), by using line search in sSQP directions for minimizing the two-parameter primal-dual merit function of \textit{G. Di Pillo} and \textit{L. Grippo} [SIAM J. Control Optim. 17, 618--628 (1979; Zbl 0418.90077)]. Global convergence properties and the rate of convergence of the proposed algorithm are established. Computational experiments are also provided.
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stabilized sequential quadratic programming
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superlinear convergence
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global convergence
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exact penalty function
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second-order sufficiency
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noncritical Lagrange multiplier
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numerical examples
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primal-dual merit function
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algorithm
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