A new technique for inconsistent QP problems in the SQP method (Q1298765)

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scientific article; zbMATH DE number 1326516
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    A new technique for inconsistent QP problems in the SQP method
    scientific article; zbMATH DE number 1326516

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      A new technique for inconsistent QP problems in the SQP method (English)
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      5 October 1999
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      A new regularization procedure for the SQP method is proposed using results of \textit{K. Tone} [ Math. Program. 26, 144-152 (1983; Zbl 0516.90065)] and \textit{D. Q. Mayne} and \textit{J. F. A. de O. Pantoja} [ J. Optim. Theory Appl. 69, 441-467 (1999; Zbl 0724.90065)] as starting points. A commonly used hypothesis is dropped and a new algorithm is proposed. Three examples are analyzed and their efficiency is shown. Seven theorems prove the proposed assertions. Global convergence of the algorithm is proved. Some numerical examples are given.
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      nonlinear programming
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      sequential quadratic programming
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      algorithm
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      convergence
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      inconsistent quadratic programming
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