Globalizing stabilized sequential quadratic programming method by smooth primal-dual exact penalty function

DOI10.1007/S10957-016-0889-YzbMath1360.65167OpenAlexW2256780975MaRDI QIDQ289075

E. I. Uskov, Alexey F. Izmailov, Mikhail V. Solodov

Publication date: 27 May 2016

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-016-0889-y

zbMATH Keywords

algorithmglobal convergencenumerical examplessuperlinear convergenceexact penalty functionnoncritical Lagrange multiplierprimal-dual merit functionsecond-order sufficiencystabilized sequential quadratic programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Methods of successive quadratic programming type (90C55)

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Uses Software

• PLCP
• SQPlab
• Unnamed Item

Cites Work

• Unnamed Item
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