A Second Derivative SQP Method: Local Convergence and Practical Issues

DOI10.1137/080744554zbMath1202.49040OpenAlexW2049300245MaRDI QIDQ3058521

Daniel P. Robinson, Nicholas I. M. Gould

Publication date: 3 December 2010

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/f68b049790a14d9e1e146777573a4208fdb9c968

zbMATH Keywords

nonsmooth optimizationsequential quadratic programmingnonlinear programmingnonlinear inequality constraints\(\ell_1\)-penalty function

Mathematics Subject Classification ID

Ill-posedness and regularization problems in numerical linear algebra (65F22) Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Nonsmooth analysis (49J52) Numerical methods based on nonlinear programming (49M37) Methods of successive quadratic programming type (90C55)

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Uses Software

• SNOPT
• QPA

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