A practical update criterion for SQP method
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Cites work
- A Strategy for Global Convergence in a Sequential Quadratic Programming Algorithm
- A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization
- A recursive quadratic programming algorithm that uses differentiable exact penalty functions
- An analysis of reduced Hessian methods for constrained optimization
- Convergence of the BFGS Method for LC^1 Convex Constrained Optimization
- Definite and Semidefinite Quadratic Forms
- Exact penalty function algorithm with simple updating of the penalty parameter
- On the Local Convergence of Quasi-Newton Methods for Constrained Optimization
- On the Local and Superlinear Convergence of Quasi-Newton Methods
- On the Sequential Quadratically Constrained Quadratic Programming Methods
- On the global convergence of the BFGS method for nonconvex unconstrained optimization problems
- Practical Update Criteria for Reduced Hessian SQP: Global Analysis
Cited in
(8)- A piecewise line-search technique for maintaining the positive definiteness of the matrices in the SQP method
- A reduced Hessian SQP method for inequality constrained optimization
- A cautious BFGS update for reduced Hessian SQP
- scientific article; zbMATH DE number 7339436 (Why is no real title available?)
- A new regularized limited memory BFGS-type method based on modified secant conditions for unconstrained optimization problems
- scientific article; zbMATH DE number 741151 (Why is no real title available?)
- A superlinearly convergent SQP method without boundedness assumptions on any of the iterative sequences
- scientific article; zbMATH DE number 3930730 (Why is no real title available?)
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