A successive quadratic programming method that uses new corrections for search directions (Q1919937)
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scientific article
| Language | Label | Description | Also known as |
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| English | A successive quadratic programming method that uses new corrections for search directions |
scientific article |
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A successive quadratic programming method that uses new corrections for search directions (English)
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24 February 1997
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The authors propose and study a successive quadratic programming (SQP) method for solving general differentiable nonlinear programming problems over \(\mathbb{R}^n\). The present SQP method is an improvement over the SQP method discussed by \textit{M. Fukushima} [Math. Program. 35, 253-264 (1986; Zbl 0597.90077)]. Global convergence and local superlinear convergence results are proved. Numerical results on a number of test problems are reported.
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penalty function
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successive quadratic programming method
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global convergence
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numerical results
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nonlinear programming
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local superlinear convergence
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