A successive quadratic programming algorithm with global and superlinear convergence properties

DOI10.1007/BF01580879zbMath0597.90077OpenAlexW1981336262MaRDI QIDQ3731379

Masao Fukushima

Publication date: 1986

Published in: Mathematical Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01580879

zbMATH Keywords

superlinear convergencesecond-order approximationsuccessive quadratic programmingMaratos effectKuhn- Tucker pointnonsmooth exact penalty functiontwice continuously differentiabledirection-finding subproblems

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

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