A SQP method for inequality constrained optimization.

DOI10.1007/S102550200005MaRDI QIDQ1611084zbMATH OpenOpenAlexFDO

Authors Xiangsun Zhang, Ju-liang Zhang

Publication date 20 August 2002

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s102550200005

zbMATH Keywords

global convergenceSQP methodinequality constrained optimizationnondifferentiable exact penalty function

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Methods of successive quadratic programming type (90C55) Nonlinear programming (90C30)

Cites work

• A SQP method for equality constrained optimization and its convergence
• A modified SQP method and its global convergence
• A robust sequential quadratic programming method
• An algorithm for solving linearly constrained minimax problems
• Robust recursive quadratic programming algorithm model with global and superlinear convergence properties

Cited in

(6)

• A type of efficient feasible SQP algorithms for inequality constrained optimization
• An SQP algorithm with cautious updating criteria for nonlinear degenerate problems
• scientific article; zbMATH DE number 5647820 (Why is no real title available?)
• An SQP-filter method for inequality constrained optimization and its global convergence
• Convergence of the BFGS-SQP Method for Degenerate Problems
• Sequential penalty algorithm for nonlinear constrained optimization

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