Superlinear convergence of a trust region type successive linear programming method (Q1102881)
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| Language | Label | Description | Also known as |
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| English | Superlinear convergence of a trust region type successive linear programming method |
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Superlinear convergence of a trust region type successive linear programming method (English)
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1989
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The convergence rate of the SLP method suggested by the author, \textit{N.- H. Kim} and \textit{L. Lasdon} [Manage. Sci. 31, 1312-1331 (1985; Zbl 0601.90128)] is discussed for composite nondifferentiable optimization problems. A superlinear rate is assured under a growth condition, and it is further strengthened to a quadratic rate if the inside function is twice differentiable. Several sufficient conditions are given which make the growth condition true. These conditions can be relaxed considerably in practical use.
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successive linear programming
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composite nondifferentiable optimization
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growth condition
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nonsmooth optimization
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trust region
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superlinear convergence
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bang-bang control
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