On the Convergence of Successive Linear-Quadratic Programming Algorithms

DOI10.1137/S1052623403426532MaRDI QIDQ5470205zbMATH OpenOpenAlexFDO

Authors R. H. Byrd, Nicholas I. M. Gould, Jorge Nocedal, Richard A. Waltz

Publication date 30 May 2006

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s1052623403426532

zbMATH Keywords

nonlinear optimizationsequential linear programmingglobal convergence theorypenalty parameter updates

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Methods of successive quadratic programming type (90C55) Nonlinear programming (90C30)

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