Globalizing stabilized sequential quadratic programming method by smooth primal-dual exact penalty function
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The authors propose a globalization approach to the stabilized sequential quadratic programming method (sSQP), by using line search in sSQP directions for minimizing the two-parameter primal-dual merit function of \textit{G. Di Pillo} and \textit{L. Grippo} [SIAM J. Control Optim. 17, 618--628 (1979; Zbl 0418.90077)]. Global convergence properties and the rate of convergence of the proposed algorithm are established. Computational experiments are also provided.
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(17)- Solving graph coloring problems with the Douglas-Rachford algorithm
- A globally convergent Levenberg-Marquardt method for equality-constrained optimization
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- Comments on: Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it
- Combining stabilized SQP with the augmented Lagrangian algorithm
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