A variant of SQP method for inequality constrained optimization and its global convergence (Q2432728): Difference between revisions
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Revision as of 19:35, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A variant of SQP method for inequality constrained optimization and its global convergence |
scientific article |
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A variant of SQP method for inequality constrained optimization and its global convergence (English)
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25 October 2006
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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.
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SQP method
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inequality constrained optimization
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global convergence
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numerical examples
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sequential quadratic programming
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