Equality and inequality constrained optimization algorithms with convergent stepsizes

DOI10.1007/BF00939376zbMath0797.90097OpenAlexW2006750587MaRDI QIDQ1321310

Berc Rustem

Publication date: 27 October 1994

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00939376

zbMATH Keywords

convergence analysisglobal convergenceconstrained optimizationsequential quadratic programmingaugmented Lagrangiansnonlinear equality and inequality constraintsadaptive penalty parameter

Mathematics Subject Classification ID

Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (7)

A parallel algorithm for constrained optimization problems ⋮ A quadratically convergent scaling newton’s method for nonlinear complementarity problems ⋮ Switching stepsize strategies for sequential quadratic programming ⋮ Flattened aggregate function method for nonlinear programming with many complicated constraints ⋮ A constrained min-max algorithm for rival models of the same economic system ⋮ An interior-point algorithm for nonlinear minimax problems ⋮ Globally convergent interior-point algorithm for nonlinear programming

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