A simple feasible SQP method for inequality constrained optimization with global and superlinear convergence (Q848564): Difference between revisions
From MaRDI portal
m rollbackEdits.php mass rollback Tag: Rollback |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.cam.2009.11.061 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2068294711 / rank | |||
Normal rank | |||
Revision as of 09:36, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple feasible SQP method for inequality constrained optimization with global and superlinear convergence |
scientific article |
Statements
A simple feasible SQP method for inequality constrained optimization with global and superlinear convergence (English)
0 references
4 March 2010
0 references
The authors consider the following nonlinear inequality optimization problem \[ \min f(x)\quad\text{s.t. }g_j(x)\leq 0,\quad j\in I= \{1,2,\dots, m\} \] and present a simple feasible SQP method to solve this problem. Under some suitable conditions the global and superlinear convergence is proved. Numerical experiments are presented.
0 references
inequality constrained optimization
0 references
FSQP
0 references
KKT point
0 references
Maratos effect
0 references
global and superlinear convergence
0 references
