Globalizing stabilized sequential quadratic programming method by smooth primal-dual exact penalty function (Q289075): Difference between revisions

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.