A variant of SQP method for inequality constrained optimization and its global convergence

DOI10.1016/j.cam.2005.11.004zbMath1103.65068MaRDI QIDQ2432728

Jiangtao Mo, Zeng-xin Wei, Ke-Cun Zhang

Publication date: 25 October 2006

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2005.11.004

zbMATH Keywords

global convergence; sequential quadratic programming; numerical examples; inequality constrained optimization; SQP method

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C30: Nonlinear programming

90C55: Methods of successive quadratic programming type

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Stochastic perturbation of reduced gradient \& GRG methods for nonconvex programming problems, Two-phase generalized reduced gradient method for constrained global optimization, A new norm-relaxed SQP algorithm with global convergence, Two-phase-SQP method with higher-order convergence property, A sequential quadratic programming method for constrained multi-objective optimization problems, Parallel variable distribution algorithm for constrained optimization with nonmonotone technique

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