A stabilized SQP method: superlinear convergence (Q526843): Difference between revisions
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Revision as of 23:49, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stabilized SQP method: superlinear convergence |
scientific article |
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A stabilized SQP method: superlinear convergence (English)
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15 May 2017
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The authors concider the local convergence analysis of an stabilized sequential quadratic programming (sSQP) method that uses a linear search with a primal-dual augmented Lagrangian merit function to enforce global convergence. It is shown that the given method has superlinear local convergence under assumptions that are not stronger than those required by conventional stabilized SOP methods. Numerical experiments for the given method are presented.
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nonlinear optimization
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sequential quadratic programming (SQP)
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augmented Lagrangian
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stabilized SQP
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primal-dual methods
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second-order optimality
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