An extended sequential quadratically constrained quadratic programming algorithm for nonlinear, semidefinite, and second-order cone programming (Q1949595)
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scientific article; zbMATH DE number 6161553
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| English | An extended sequential quadratically constrained quadratic programming algorithm for nonlinear, semidefinite, and second-order cone programming |
scientific article; zbMATH DE number 6161553 |
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An extended sequential quadratically constrained quadratic programming algorithm for nonlinear, semidefinite, and second-order cone programming (English)
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8 May 2013
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The author describes a generic algorithm (including sequential quadratic programming, SQP) to solve locally nonlinear conic (second-order and semidefinite) programming problems. The main theoretical contribution is a rigorous convergence analysis which does not assume boundedness of the sequence of iterates generated by the algorithm, see Theorem 3.1 on the existence of a bounded sequence whose limit points are stationary points.
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nonlinear optimization
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conic programming
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0.8493022918701172
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0.8392624258995056
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0.8204527497291565
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0.8201597929000854
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